@conference {vandenberg2009SLIMocf,
	title = {Optimizing costly functions with simple constraints: a limited-memory projected Quasi-Newton algorithm},
	booktitle = {SLIM},
	series = {Twelfth International Conference on Artificial Intelligence and Statistics},
	volume = {12},
	year = {2009},
	month = {04},
	abstract = {An optimization algorithm for minimizing a smooth function over a convex set is described. Each iteration of the method computes a descent direction by minimizing, over the original constraints, a diagonal-plus low-rank quadratic approximation to the function. The quadratic approximation is constructed using a limited-memory quasi-Newton update. The method is suitable for large-scale problems where evaluation of the function is substan- tially more expensive than projection onto the constraint set. Numerical experiments on one-norm regularized test problems indicate that the proposed method is competitve with state-of-the-art methods such as bound-constrained L-BFGS and orthant-wise descent. We further show that the method generalizes to a wide class of problems, and substantially improves on state-of-the-art methods for problems such as learning the structure of Gaussian graphi- cal models (involving positive-definite matrix constraints) and Markov random fields (involving second-order cone constraints).},
	keywords = {SLIM},
	url = {http://www.cs.ubc.ca/ mpf/papers/SchmidtBergFriedMurph09.pdf},
	author = {Ewout van den Berg and Mark Schmidt and Michael P. Friedlander and K. Murphy}
}
