نتایج جستجو برای: quasi newton method
تعداد نتایج: 1708814 فیلتر نتایج به سال:
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 (1985), 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...
We consider projected Newton-type methods for solving large-scale optimization problems arising in machine learning and related fields. We first introduce an algorithmic framework for projected Newton-type methods by reviewing a canonical projected (quasi-)Newton method. This method, while conceptually pleasing, has a high computation cost per iteration. Thus, we discuss two variants that are m...
Quasi-Newton and truncated-Newton methods are popular methods in optimization, and are traditionally seen as useful alternatives to the gradient and Newton methods. Throughout the literature, results are found that link quasi-Newton methods to certain first-order methods under various assumptions. We offer a simple proof to show that a range of quasi-Newton methods are first-order methods in th...
In this paper we follow up our discussion on algorithms suitable for optimization of systems governed by partial differential equations. In the first part of of this paper we proposed a Lagrange-Newton-Krylov-Schur method (LNKS) that uses Krylov iterations to solve the Karush-Kuhn-Tucker system of optimality conditions, but invokes a preconditioner inspired by reduced space quasi-Newton algorit...
in this thesis, using concepts of wavelets theory some methods of the solving optimal control problems (ocps). governed by time-delay systems is investigated. this thesis contains two parts. first, the method of obtaining of the ocps in time delay systems by linear legendre multiwavelets is presented. the main advantage of the meth...
This paper discusses the trade-off between accuracy, reliability and computing time in global optimization. Particular compromises provided by traditional methods (Quasi-Newton and Nelder-Mead's simplex methods) and genetic algorithms are addressed and illustrated by a particular application in the field of nonlinear system identification. Subsequently, new hybrid methods are designed, combinin...
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