A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization.
Nitish Shirish KeskarAndreas WächterPublished in: Optim. Methods Softw. (2019)
Keyphrases
- optimization algorithm
- quasi newton
- quasi newton method
- limited memory
- memory space
- worst case
- learning algorithm
- dynamic programming
- cost function
- np hard
- linear programming
- search space
- probability distribution
- multi objective
- optimization problems
- memory requirements
- optimization procedure
- computational complexity
- data streams
- search algorithm
- real time