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Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization.
K. Lakshmanan
Shalabh Bhatnagar
Published in:
Comput. Optim. Appl. (2017)
Keyphrases
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quasi newton
optimization problems
optimization methods
optimization method
newton method
worst case
learning algorithm
optimization procedure
global optimization
global convergence
feature selection
convergence analysis