An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints.
Xiaojin HuangDetong ZhuPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- optimization algorithm
- affine scaling
- worst case
- np hard
- optimization method
- learning algorithm
- algorithm for linear programming
- constrained optimization
- dynamic programming
- objective function
- computational complexity
- optimal solution
- linear programming
- simulated annealing
- quadratic programming
- upper bound
- convergence rate
- approximation algorithms
- cost function
- derivative free