The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem.
Zhongxiao JiaFa WangPublished in: SIAM J. Optim. (2021)
Keyphrases
- trust region
- newton method
- line search
- optimization methods
- column generation
- global optimum
- hessian matrix
- optimization method
- convergence rate
- levenberg marquardt
- cost function
- mean shift
- dynamic programming
- objective function
- integer programming
- optimization procedure
- log likelihood
- convex optimization
- optimization algorithm