We design a method SNL0: subspace Newton method for the $\\ell_0$-regularized optimization, and prove that its generated sequence converges to a stationary point globally under the strong smoothness condition. In addition, it is also quadratic convergent with the help of locally strong convexity...
机器学习优化算法:牛顿法 ( Newton Method )原创 修改于2017-08-01 09:54:36 2.8K0 举报 文章被收录于专栏:游遵文的专栏 参考文献 [1] 李航,统计学习方法 [2]Numerical Optimization: Understanding L-BFGS [3]Orthant-Wise Limited-memory Quasi-Newton Optimizer for L1-regularized Objectives 原创声明:本文...
A Block Coordinate Descent Method for Regularized Multiconvex Optimization with Applications to Nonnegative Tensor Factorization and Completion This paper considers regularized block multi-convex optimization, where the feasible set and objective function are generally non-convex but convex in each... Y Xu...
还有需要注意的是,我们这里考虑的问题是 inifinite dimensional 的,所以我们需要的 semi-smooth Newton method 也是不同于有限维情况的 (好吧,其实也没有太大的不同了,唯一需要注意的是,在无限维情况下 Rademacher's theorem 不灵了,所以我们需要引入一个新的概念,也就是 Newton-differentiable)。那...
The first-order optimality conditions of convexly constrained nonconvex-nonconcave min-max optimization problems formulate variational inequality problems,... ZJ Qiu,J Jiang,X Chen 被引量: 0发表: 2023年 A PROXIMAL QUASI-NEWTON TRUST-REGION METHOD FOR NONSMOOTH REGULARIZED OPTIMIZATION nonsmooth optimizat...
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...
The control problem of minimal time transition between two stationary points are formulated in a framework of an indirect numerical method. The problem is regularized and the monotone behavior of the regularisation procedure is investigated. Semi-smooth Newton method applied on the regularized problems ...
In this article, the optimization problem in the ν-K-SVCR method is reformulated as an affine box constrained variational inequality problem with a positive semi-definite matrix, and a regularized version of the nonsmooth Newton method that uses the D-gap function as a merit function is ...
Projected Newton Method for L1-Regularized Least Squares-:投影牛顿法的L1正则化最小二乘法—正则,一,L1,牛顿法,for,Least,least,牛顿吧,反馈意见 文档格式: .pdf 文档大小: 711.63K 文档页数: 6页 顶/踩数: 0/0 收藏人数: 0 评论次数: 0
To accelerate the convergence of the gradient type method, we approximate the energy functional by its second-order Taylor expansion with a regularized term at each Newton iteration and adopt a cascadic multigrid technique for selecting initial data. It leads to a standard trust-region subproblem ...