A comparison of eigenvalue-based algorithms and the generalized Lanczos trust-region algorithm for Solving the trust-region subproblem.
Zhongxiao JiaFa WangPublished in: CoRR (2021)
Keyphrases
- trust region
- optimization methods
- newton method
- global optimum
- levenberg marquardt
- hessian matrix
- computational complexity
- learning algorithm
- log likelihood
- dynamic programming
- worst case
- global convergence
- optimal solution
- line search
- simulated annealing
- cost function
- combinatorial optimization
- objective function
- least squares
- convergence analysis
- column generation
- search space
- optimization algorithm
- convergence rate
- integer programming
- step size
- np hard
- upper bound
- neural network
- training algorithm
- convergence speed
- hybrid algorithm
- optimization method
- mean shift