A Contracting BFGS Update in Quasi-Newton Methods for Unconstrained Optimization.
Jiongcheng LiHai-Lin LiuPublished in: CIS (2019)
Keyphrases
- unconstrained optimization
- trust region
- constrained optimization
- optimization methods
- nonlinear optimization
- search methods
- gradient method
- objective function
- convergence rate
- line search
- penalty function
- global convergence
- global optimum
- search algorithm
- column generation
- optimization problems
- levenberg marquardt
- quadratic programming
- simulated annealing
- evolutionary algorithm