نتایج جستجو برای: quasi newton algorithm

تعداد نتایج: 844645  

2015
Jingang Cao

The position information is becoming more and more important for application in WSNs. So aiming at the location problem, the paper proposes a localization algorithm based on PSO (particle swarm optimization) and Quasi-Newton algorithm, which use PSO to get a satisfying value and then use it as the initial value of Quasi-Newton algorithm to iterate. The simulation experiments are carried out. Th...

Journal: :Math. Program. 1978
Albert G. Buckley

Although quasi-Newton algorithms generally converge in fewer iterations than conjugate gradient algorithms, they have the disadvantage of requiring substantially more storage. An algorithm will be described which uses an intermediate (and variable) amount of storage and which demonstrates convergence which is also intermediate, that is, generally better than that observed for conjugate gradient...

1999
Kenneth Lange KENNETH LANGE

The EM algorithm is one of the most commonly used methods of maximum likelihood estimation. In many practical applications, it converges at a frustratingly slow linear rate. The current paper considers an acceleration of the EM algorithm based on classical quasi-Newton optimization techniques. This acceleration seeks to steer the EM algorithm gradually toward the Newton-Raphson algorithm, which...

Journal: :CoRR 2016
Hiva Ghanbari Katya Scheinberg

In [19], a general, inexact, e cient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties of this method, both in the exact and inexact setting, in the case when the objective function is strongly convex. We also investigate a practical variant of t...

Journal: :Comp. Opt. and Appl. 2018
Hiva Ghanbari Katya Scheinberg

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties of this method, both in the exact and inexact setting, in the case when the objective function is strongly convex. We also investigate a practical variant of...

2005
Ladislav Lukšan Jan Vlček

In this report, we propose a new partitioned variable metric method for minimizing nonsmooth partially separable functions. After a short introduction, the complete algorithm is introduced and some implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Computational experiments given confirm efficiency and robustness of the new met...

Journal: :Math. Comput. 1997
Q. Ni Ya-Xiang Yuan

In this paper we propose a subspace limited memory quasi-Newton method for solving large-scale optimization with simple bounds on the variables. The limited memory quasi-Newton method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. The search direction consists of three parts: a subspace quasi-Ne...

2005
YA-XIANG YUAN

In this paper we present a modified BFGS algorithm for unconstrained optimization. The BFGS algorithm updates an approximate Hessian which satisfies the most recent quasi-Newton equation. The quasi-Newton condition can be interpreted as the interpolation condition that the gradient value of the local quadratic model matches that of the objective function at the previous iterate. Our modified al...

1997
Q Ni Y Yuan

In this paper we propose a subspace limited memory quasi-Newton method for solving large-scale optimization with simple bounds on the variables. The limited memory quasi-Newton method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. The search direction consists of three parts: a subspace quasi-Ne...

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