In this paper, we develop a Newton-type method for the $\\ell_0$-regularized optimization and prove that the generated sequence converges to a stationary point globally and quadratically under the standard assumptions, theoretically explaining that our method is able to perform surprisingly well.doi:10.1007/s11075-021-01085-...
We develop R2N, a modified quasi-Newton method for minimizing the sum of a C1 function f and a lower semi-continuous prox-bounded h. Both f and h may be nonconvex. At each iteration, our method computes a step by minimizing the sum of a quadratic model of f, a model of h, and ...
[1] 李航,统计学习方法 [2] An overview of gradient descent optimization algorithms [3] Optimization Methods for Large-Scale Machine Learning 腾讯云TI平台 2019/10/14 1.1K0 优化算法——OWL-QN 编程算法 一、正则化(Regularization) 1、正则化的作用 在机器学习中,正则化是相对于过拟合出现的一种特征选择...
K. Ueda, A regularized newton method without line search for unconstrained optimization, PhD thesis, Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, Japan, 2009.Ueda, K.: A regularized Newton method without line search for unconstrained ...
A fast parallelable Jacobi iteration type optimization method for non-smooth convex composite optimization is presented. Traditional gradient-based techniques cannot solve the problem. Smooth approximate functions are attempted to be used as a replacement of those non-smooth terms without compromising the...
In this work, we introduce AdaCN, a novel adaptive cubic Newton method for nonconvex stochastic optimization. AdaCN dynamically captures the curvature of the loss landscape by diagonally approximated...
Method (1.1) was successfully applied to a number of nonlinear ill-posed problems [3], [4], [5], [6]. One of the remarkable features of this scheme is the lack of the requirement on d0 to be rather close to the exact solution dˆ. The larger the norm of d0−dˆ, the ...
PANTR: A proximal algorithm with regularized Newton updates for nonconvex constrained optimization This repository contains a set of benchmarks, including the ones used in the L-CSS/CDC submission of the PANTR method.PANTR source codeThe source code of PANTR is available on the develop branch...
3) regularized Gauss-Newton method 正则Gauss-Newton方法4) damped Gauss-Newton method 阻尼Gauss-Newton方法 1. A globally convergent damped Gauss-Newton method for solving nonlinear inequalities is proposed. 利用了阻尼Gauss-Newton方法求解非线性方程组,获得了该算法的全局收敛性,推广了Gauss-Newton法在...
An Active-Set Proximal-Newton Algorithm for 1 Regularized Optimization Problems with Box ConstraintsActive setProximity operatorNewton methodℓ1\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage...