In particular, we focus on primal-dual Newton methods combined with interior-point techniques for an appropriate handling of the inequality constraints. Special emphasis is given on the efficient solution of the primal-dual system that results from the application of Newton's method to the Karush–...
Petrova, Primal-dual Newton interior point methods in shape and topology optimization, Numer. Lin. Algebra Appl. 11 (5-6) (2004) 413-429.Hoppe, R.H.W., Petrova, S.I.: Primal-dual Newton interior-point methods in shape and topology optimization . Numer. Linear Algebra Appl. 11, 413–...
其中普遍使用的算法有BFGS和L-BFGS等。具体到liblinear软件包,作者采用的是Trust Region Newton (TRON) method对模型对传统牛顿法进行了改进,该方法被证明比L-BFGS训练更加高效。 LIBLINEAR中实现了基于TRON方法的L-2 SVM和Logistical Regression模型训练。其中的L2-loss SVM是标准SVM的变种,loss function变成了: ?(...
The nonlinear optimization problem is analyzed by using the primal-dual Newton interior-point method. The elliptic differential equation for the electric potential is considered as an equality constraint. Transforming iterations for the null space decomposition of the condensed primal-dual system are ...
本人在看文献的时候，在求解移动渐近线法的子问题的时候，遇到原始对偶牛顿法（Primal dual newton）和...
The convergence and complexity of a primal–dual column generation and cutting plane algorithm from approximate analytic centers for solving convex feasibility problems defined by a deep cut separation oracle is studied. The primal–dual–infeasible Newton method is used to generate a primal–dual updat...
. . • Solve the barrier problem at t = t (k) , using Newton’s method initialized at x (k−1) , to produce x (k) = x (t) • Stop if m/t ≤ • Else update t (k+1) = µt, where µ > 1 3 Outline Today: • Motivation from perturbed KKT conditions • ...
2.1 The Primal-Dual Augmented Lagrangian Method For Constrained Optimization 文章考虑的问题形式如下 minx∈Rnf(x)s.t.c(x)=0,h(x)≤0 在numerical optimization这本书中有很多的扩展拉格朗日算法,但是大多数都是primal problem求解和dual variable update分开的,在这篇文章中提到的算法是结合之前Gill 和 Robin...
The idea of the Primal–Dual IP method is to drive t?8 as we take Newton steps of the form in Eq. (46). The PDIP method can be described in pseudocode as follows [38] : Sign in to download hi-res image In the preceding algorithm, the line search can be performed via ...
Primal-Dual Interior-Point Methods for Linear Programming based on Newton ' s Method This paper provides a detailed analysis of a primal-dual interior-point method for PDE-constrained optimization. Considered are optimal control problems wi... R Freund 被引量: 0发表: 2004年 加载更多研究...