An interior algorithm for nonlinear optimization that combines line search and trust region steps.
Richard A. WaltzJosé Luis MoralesJorge NocedalDominique OrbanPublished in: Math. Program. (2006)
Keyphrases
- trust region
- line search
- unconstrained optimization
- nonlinear optimization
- global optimum
- convergence rate
- linear programming
- objective function
- np hard
- optimization algorithm
- levenberg marquardt
- log likelihood
- newton method
- optimization methods
- learning algorithm
- quadratic programming
- primal dual
- risk minimization
- conjugate gradient
- step size
- hessian matrix
- constrained optimization
- dynamic programming
- search space
- column generation
- bundle adjustment
- optimization method
- linear program
- global convergence
- multiple views
- simulated annealing
- evolutionary algorithm
- optimal solution
- image sequences
- computer vision