نتایج جستجو برای: quasi newton method

تعداد نتایج: 1708814  

Journal: :Decision Sciences 2013
George C. Hadjinicola Christakis Charalambous Eitan Muller

In this article, we propose a new product positioning method based on the neural network methodology of a self-organizing map. The method incorporates the concept of rings of influence, where a firm evaluates individual consumers and decides on the intensity to pursue a consumer, based on the probability that this consumer will purchase a competing product. The method has several advantages ove...

Journal: :Optimization Letters 2017
Caliciotti Andrea Giovanni Fasano Massimo Roma

In this paper we study new preconditioners to be used within the Nonlinear Conjugate Gradient (NCG) method, for large scale unconstrained optimization. The rationale behind our proposal draws inspiration from quasi– Newton updates, and its aim is to possibly approximate in some sense the inverse of the Hessian matrix. In particular, at the current iteration of the NCG we consider some precondit...

Journal: :SIAM Journal on Optimization 1997
Jean Charles Gilbert

This paper describes a reduced quasi-Newton method for solving equality constrained optimization problems. A major difficulty encountered by this type of algorithm is the design of a consistent technique for maintaining the positive definiteness of the matrices approximating the reduced Hessian of the Lagrangian. A new approach is proposed in this paper. The idea is to search for the next itera...

2002
Somnath GHOSH Noboru KIKUCHI

Analysis of large deformation of elastic-viscoplastic materials has been performed in this paper using the finite element method with the arbitrary Lagrangian-Eulerian description. An overstress type viscoplastic model using the internal variable approach in a rotated stress-strain space characterizes the material. Stable and efficient integration techniques for the viscoplastic relations are d...

Journal: :Journal of Machine Learning Research 2012
Philipp Hennig Martin Kiefel

Four decades after their invention, quasiNewton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to the objective function. We show that many, including the most popular, quasi-Newton methods can be interpreted as approximations of Bayesian linear regression u...

Journal: :Applied Mathematics and Computation 2011
Wah June Leong Malik Abu Hassan

This paper concerns the memoryless quasi-Newton method, that is precisely the quasi-Newton method for which the approximation to the inverse of Hessian, at each step, is updated from the identity matrix. Hence its search direction can be computed without the storage of matrices. In this paper, a scaled memoryless symmetric rank one (SR1) method for solving large-scale unconstrained optimization...

2007
Marian Nemec David W. Zingg DAVID W. ZINGG

An efficient multi-block Newton–Krylov algorithm using the compressible Navier–Stokes equations is presented for the analysis and design of high-lift airfoil configurations. The preconditioned generalized minimum residual (GMRES) method is applied to solve the discreteadjoint equation, leading to a fast computation of accurate objective function gradients. Furthermore, the GMRES method is used ...

Journal: :Math. Program. 1989
Dong C. Liu Jorge Nocedal

We study the numerical performance of a limited memory quasi Newton method for large scale optimization which we call the L BFGS method We compare its performance with that of the method developed by Buckley and LeNir which combines cyles of BFGS steps and conjugate direction steps Our numerical tests indicate that the L BFGS method is faster than the method of Buckley and LeNir and is better a...

Journal: :Comp. Opt. and Appl. 1994
Xiaojun Chen Liqun Qi

This paper presents a parameterized Newton method using generalized Jacobians and a Broyden-like method for solving nonsmooth equations. The former ensures that the method is well-deened even when the generalized Jacobian is singular. The latter is constructed by using an approximation function which can be formed for nonsmooth equations arising from partial diierential equations and nonlinear ...

2010
JOSÉ MARIO MARTINEZ J. M. MARTINEZ

In this paper we introduce a local convergence theory for Least Change Secant Update methods. This theory includes most known methods of this class, as well as some new interesting quasi-Newton methods. Further, we prove that this class of LCSU updates may be used to generate iterative linear methods to solve the Newton linear equation in the Inexact-Newton context. Convergence at a ¡j-superlin...

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