McRae, Nonlinear relaxation quasi-Newton algorithm for the compressible Navier-Stokes equations, AIAA J. 31 (1) (1993) 57-60.Edwards, J.R. and McRae, D.S. ( 1993 ), “ Nonlinear relaxation/quasi‐Newton algorithm for the compressible Navier‐Stokes equation ”, AIAA Journal , Vo...
Newton方法：直接利用Hessian矩阵进行优化，具有二阶收敛速度。拟牛顿方法（Quasi-Newton Methods）：如BFGS...
Quasi-Newton是O(n2)（当然limited-memory BFGS可以更少，但总之比梯度下降还是会高不少），而Newton ...
The algorithm chooses in the set of the descent quasi-Newton directions (the wedge) the one in which the objective function locally descends most rapidly. As the authors remark, for test problems the new algorithm consistently outperforms BFGS in terms of the iteration number and the effective ...
拟牛顿法算法分析自适应特征子空间收敛性能差矩阵归一化Hesse矩阵In this paper, an adaptive quasi-Newton algorithm for eigensubspace estimation is analysed and proved. This algorithm is similar to power method, but its transient performance is poor than power method. Assuming one iteration to be done ...
matrix that are updated as the algorithm proceeds. This allows the algorithm to more quickly converge to the optimum without needing to compute the full Hessian matrix. The most commonly used quasi-Newton methods are the Broyden–Fletcher–Goldfarb–Shanno (BFGS) and the limited memory BFGS (L-...
It is found that the proposed algorithm is competitive and outperforms some other derivative-free algorithms.doi:10.1016/j.amc.2006.05.107Ting WuLinping SunElsevier Inc.Applied Mathematics & ComputationT WU,L P SUN.A quasi-Newton based pattern search algorithm for unconstrained optimization. Journal...
Quasi-Newton Method拟牛顿(Quasi-Newton)[11]算法可用于求解函数的局部最优解,也就是那些导数为0的驻点。牛顿法用于解决优化问题时,事先假设原函数可用二次函数近似,然后用一阶和二阶导数寻找局部最优解。而在拟牛顿算法中,不需要准确计算Hessian矩阵,取而代之的是运用下面的拟牛顿条件分析连续两个梯度向量得到的...
Newtonmethodify(x)=0.5xTQx-bTx,thenSk=H-1(xk)=Q(quadraticcase)ClassicalModifiedNewton抯Method:xk+1=xk-H-1(x0)y(xk)NotethattheHessianisonlyevaluatedattheinitialpoint0.x Question:WhatisameasureofeffectivenessfortheClassicalModifiedNewtonMethod?OptimizationinEngineeringDesign GeorgiaInstituteof...
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