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 method; nonnegative least squares; projected Newton methods; box-constrained convex optimization; Kullback-Leibler divergence minimization
90C25: Convex programming
90C53: Methods of quasi-Newton type
93E24: Least squares and related methods for stochastic control systems
97N80: Mathematical software, computer programs (educational aspects)
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