Regularized nonlinear acceleration
نویسندگان
چکیده
منابع مشابه
Regularized Nonlinear Acceleration
We describe a convergence acceleration technique for generic optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average are computed via a simple and small linear system, whose solution can be updated online. This acceleration scheme runs in parallel to the base algorithm, providin...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2018
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-018-1319-8