Optimizing Costly Functions with Simple Constraints: A Limited Memory Projected Quasi Newton Algorithm

Optimizing Costly Functions with Simple Constraints: A Limited-Memory Projected Quasi-Newton Algorithm Mark Schmidt, Ewout van den Berg, Michael P. Friedlander, and Kevin Murphy Department of Computer Science University of British Columbia April 18, 2009

• limited-memory projected


• murphy optimizing


• van den


• ewout van den


• optimizing costly


• introduction pqn