A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization.
Detong ZhuPublished in: Appl. Math. Comput. (2004)
Keyphrases
- constrained optimization
- trust region
- unconstrained optimization
- objective function
- dynamic programming
- cost function
- optimization algorithm
- hessian matrix
- penalty function
- iterative methods
- levenberg marquardt
- optimization method
- k means
- optimization methods
- newton method
- em algorithm
- line search
- gradient method
- convergence rate
- log likelihood
- global optimum
- expectation maximization
- probabilistic model
- least squares
- np hard
- sensitivity analysis
- search space
- column generation
- combinatorial optimization
- closed form
- particle swarm optimization
- linear programming
- optimal solution
- neural network