A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees.
Frank E. CurtisXiaocun QuePublished in: Math. Program. Comput. (2015)
Keyphrases
- global convergence
- globally convergent
- newton method
- quasi newton
- optimization methods
- optimization algorithm
- convergence analysis
- convergence rate
- global optimum
- objective function
- optimization method
- superlinear convergence
- line search
- optimal solution
- convergence speed
- cost function
- global optimization
- logistic regression
- optimization problems
- particle swarm
- autocalibration
- search space
- convex hull
- fixed point
- linear programming
- optimality conditions
- simulated annealing
- multi objective
- search algorithm