Newton-CGnonconvex optimizationinexact gradientinexact HessianWe consider variants of a recently developed Newton-CG algorithm for nonconvex problems (Royer, C. W. & Wright, S. J. (2018) Complexity analysis of
性方程组求解问题提出了一种改进的算法——Newton-CG 算法。 关键词:数值分析;非线性方程组;Newton-CG 算法 中图分类号:O Numerrical optimization and nonlinear equations Hou Lin 1 , Shang Xiaoji 2 , Liu Liyu 1 , Yang Ying 1(1. Department of Mathmati cs,JiangSu XuZhou 221008; ...
We proposed an adjoint-based optimization method—a modified inexact Newton-CG algorithm—to solve the optimization problem, which was demonstrated to converge rapidly, CRediT authorship contribution statement Dingcheng Luo: Conceptualization, Investigation, Methodology, Software, Writing – original draft. ...
The basic idea of this method is to apply the majorized semismooth Newton-CG augmented Lagrangian method to the primal convex problem. And we take two special nonlinear semidefinite programming problems as examples to illustrate the algorithm. Furthermore, we establish the global convergence and the ...
A conjugate gradient (CG)-type algorithm CG_Plan is introduced for calculating an approximate solution of Newton's equation within large-scale optimization frameworks. The approximate solution must satisfy suitable properties to ensure global convergence. In practice, the CG algorithm is widely used, ...
instead of using the most recent hessian estimate, our algorithm maintains an average of all the past estimates. this reduces the stochastic noise while avoiding the computational blow-up. we show that this scheme exhibits local q -superlinear convergence with a non-asymptotic rate of \((\...
the proposed MNI neural algorithm is superior to other related algorithms, such as Newton鈥揜aphson iterative (NRI) algorithm (Ding and Wei, 2016) discrete time neural network (DTNN) algorithm (Wang et al., 2019), and sufficient descent nonlinear conjugate gradient (SDNCG) algorithm (Liu et ...
(ri,ri) for next time.returnxsupidefnewton_cg(grad_hess,func,grad,x0,args=(),tol=1e-4,maxiter=100,maxinner=100,line_search=True,warn=True):"""Minimization of scalar function of one or more variables using theNewton-CG algorithm.Parameters---grad_hess : callableShould return the gradie...
edited I am currently trying to use Newton-CG but am running into a problem where I encounter an infinite loop in the minimization routine. Code to replicate this may be found here: https://gist.github.com/Chris7/51ed3a8f8cec011ce3342615675195b7 ...
Algorithm 1 Solving the optimization problem (14) via the CG method algorithm1 Require:The parameters of the problem: QQ and bb; the number of iterations: NN. Output: The solution of problem (14), y⋆y⋆. Select the initial point y0y0; g0=∇ h(y0)=Qy0−bg0=∇ h(y0)...