other considerations
constrained to unconstrained
global optimization
- multiple starting points
- ||F(t)-F(s)|| < sqrt(2E)||t -s|| for saving
- the other side of the saddle points
bootstrap method
- reduce complexity + add robustness
robust norms (M-statistics)
exact, fast & global linear search
cheap gradient evaluations
CG method & diagonal pre-condition
- VPM once in a while: LSQR