The trust region subproblem and semidefinite programming.
Charles FortinHenry WolkowiczPublished in: Optim. Methods Softw. (2004)
Keyphrases
- semidefinite programming
- trust region
- linear programming
- column generation
- integer programming
- global optimum
- dynamic programming
- unconstrained optimization
- optimization methods
- primal dual
- line search
- kernel matrix
- newton method
- linear program
- hessian matrix
- nonlinear programming
- quadratic programming
- levenberg marquardt
- optimal solution
- constraint programming
- simulated annealing
- maximum margin
- optimization method
- objective function
- decision trees