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A derivative-free trust-region algorithm with copula-based models for probability maximization problems.
Emerson Butyn
Elizabeth W. Karas
Welington de Oliveira
Published in:
Eur. J. Oper. Res. (2022)
Keyphrases
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trust region
cost function
unconstrained optimization
objective function
expectation maximization
np hard
linear systems
levenberg marquardt
em algorithm
optimization methods
artificial neural networks
optimization problems
combinatorial optimization
global optimum
optimality conditions
newton method