VXQR: derivative-free unconstrained optimization based on QR factorizations.
Arnold NeumaierHannes FendlHarald SchillyThomas LeitnerPublished in: Soft Comput. (2011)
Keyphrases
- derivative free
- unconstrained optimization
- constrained optimization
- optimization methods
- trust region
- nonlinear optimization
- search methods
- objective function
- penalty function
- gradient method
- nonnegative matrix factorization
- optimization method
- evolutionary algorithm
- global optimum
- simulated annealing
- column generation
- search algorithm
- optimal solution