A trust region algorithm for minimization of locally Lipschitzian functions.

Liqun Qi Jie Sun

Published in: Math. Program. (1994)

Keyphrases

trust region
dynamic programming
objective function
optimization algorithm
learning algorithm
optimal solution
cost function
simulated annealing
k means
expectation maximization
search space
artificial neural networks
linear programming
maximum likelihood
convex hull
regularized least squares