A special newton-type optimization method: Optimization: Vol 24, No 3-4doi:10.1080/02331939208843795Nonlinear Programming AlgorithmsInequality ConstraintsKuhn-Tucker PointsNewton’s MethodClarke’s JacobianStrict Complementary Slackness ConditionA. Fischer...
3.3 Quasi-Newton (BFGS) BFGS is a type of quasi-Newton method. It seeks to approximate the inverse of the Hessian using the function’s gradient information. This approximation is such that it does not involve second derivatives. Thus, this method has a slower convergence rate than Newton’s...
Optimization in Simulation is an important problem often encountered in system behavior investigation; however, the existing methods such as response surface methodology and stochastic approximation method are inefficient. This paper presents a modification of a quasi-Newton method, in which the parameters...
研究点推荐 network optimization distributed newton method 0关于我们 百度学术集成海量学术资源,融合人工智能、深度学习、大数据分析等技术,为科研工作者提供全面快捷的学术服务。在这里我们保持学习的态度,不忘初心,砥砺前行。了解更多>> 友情链接 联系我们 ...
For the Lagrangian-DNN relaxation of quadratic optimization problems (QOPs), we propose a Newton-bracketing method to improve the performance of the bisection-projection method implemented in BBCPOP [to appear in ACM Tran. Softw., 2019]. The relaxation problem is converted into the problem of ...
We introduce DeNT, a decentralized Newton-based tracking algorithm that solves and track the solution trajectory of continuously varying networked convex optimization problems. DeNT is derived from the prediction-correction methodology, by which the time-varying optimization problem is sampled at discrete ...
Numerical experiments are reported to show that the smoothing Newton method is very effective for solving this type of inverse quadratic programming problems. 展开 关键词: Semi-definite quadratic programming Inverse optimization Smoothing Newton method ...
We propose a Newton method for solving smooth unconstrained vector optimization problems under partial orders induced by general closed convex pointed cones. The method extends the one proposed by Fliege, Graa Drummond and Svaiter for multicriteria, which in turn is an extension of the classical New...
We study a smoothing Newton method for solving a nonsmooth matrix equation that includes semidefinite programming and the semidefinte complementarity problem as special cases. This method, if specialized for solving semidefinite programs, needs to solve only one linear system per iteration and achieves...
Quasi-Newton methods were introduced by Charles Broyden [A class of methods for solving nonlinear simultaneous equations, Math Comp. 19 (1965), pp. 577–593] as an alternative to Newton's method for solving nonlinear algebraic systems; in 1970 Broyden [The convergence of a class of double ran...