Tackling Box-Constrained Optimization via a New Projected Quasi-Newton Approach
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Publication:5200263
DOI10.1137/08073812XzbMath1220.93085MaRDI QIDQ5200263
Suvrit Sra, Dongmin Kim, Inderjit S. Dhillon
Publication date: 1 August 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
quasi-Newton methodnonnegative least squaresprojected Newton methodsbox-constrained convex optimizationKullback-Leibler divergence minimization
Convex programming (90C25) Methods of quasi-Newton type (90C53) Least squares and related methods for stochastic control systems (93E24) Mathematical software, computer programs (educational aspects) (97N80)
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