An inexact line search approach using modified nonmonotone strategy for unconstrained optimization.
Keyvan AminiMasoud AhookhoshHadi NosratipourPublished in: Numer. Algorithms (2014)
Keyphrases
- unconstrained optimization
- line search
- trust region
- step size
- objective function
- global convergence
- quadratic programming
- risk minimization
- primal dual
- conjugate gradient
- convergence rate
- optimization methods
- constrained optimization
- global optimum
- variational inequalities
- search methods
- penalty function
- linear programming
- linear program
- convergence speed
- optimization procedure
- hessian matrix
- training algorithm
- column generation
- lower bound
- neural network