A reduced Hessian algorithm with line search filter method for nonlinear programming.
Zhujun WangDetong ZhuPublished in: Appl. Math. Comput. (2011)
Keyphrases
- line search
- dynamic programming
- cost function
- improved algorithm
- optimization algorithm
- convergence rate
- computational complexity
- objective function
- nonlinear programming
- optimization method
- probabilistic model
- learning algorithm
- pairwise
- conjugate gradient
- levenberg marquardt
- semidefinite programming
- step size
- combinatorial optimization
- optimal solution
- training algorithm
- primal dual
- cross validation
- special case
- linear programming
- convex hull
- distance metric
- missing data
- global convergence
- metaheuristic