Two limited-memory optimization methods with minimum violation of the previous secant conditions.
Jan VlcekLadislav LuksanPublished in: Comput. Optim. Appl. (2021)
Keyphrases
- optimization methods
- limited memory
- optimization method
- memory space
- optimization problems
- quasi newton method
- sliding window
- quasi newton
- simulated annealing
- unconstrained optimization
- real time
- influence diagrams
- data streams
- stochastic methods
- global convergence
- optimization approaches
- direct optimization
- cost function
- decision problems
- evolutionary algorithm
- decision making
- genetic algorithm