Baali A,Khalfan H.Wide interval for efficient self-scaling quasi-Newton algorithms. Optimization Methods and Software . 2005Al-Baali, M., Khalfan, H.: A wide interval for efficient self-scaling quasi-Newton algorithms. Optim. Methods Softw. 20, 679-691 (2005)...
本文属于强化学习方向,从标题我们可以看出,作者们希望能够设计一种 Quasi-Newton的 policy gradient算法。我们知道,policy gradient 是 RL 中常用的方法,而 Quasi-Newton 多用于优化方向,好处在于可以让算法获得二阶收敛性。首先,文章提出了一套 policy optimization 问题的 quasi-Newton type 算法,由于牛顿法所需的 He...
Rank-one positive definite Quasi-Newton algorithms for unconstrained minimization of the type described by Kleinmichel and Spedicato are numerically evaluated versus the BFS algorithm. Results show that, while on certain functions some rank-one methods perform better, overall the BFS still comes first,...
15.A Class of Generalized Quasi-Newton Algorithms with Superlinear Convergence;具有超线性收敛性质的一类广义拟牛顿算法 16.Nonmonotone Quasi-Newton Trust Region Algorithm for Unconstraint Optimization一种无约束优化的非单调拟牛顿信赖域算法 17.Research on the tracking channel changes capacity of a quasi-Newt...
Quasi-Newton methods are a class of numerical optimization algorithms that are used to find minima or maxima of functions. They are a generalization of Newton's method, which uses the Hessian matrix of second derivatives to approximate the local curvature of a function. Quasi-Newton methods use ...
17.A Class of Generalized Quasi-Newton Algorithms with Superlinear Convergence;具有超线性收敛性质的一类广义拟牛顿算法 18.Smoothing Quasi-Newton for P_0 Function Nonlinear Complementarity Problem;P_0函数非线性互补问题的光滑化拟牛顿法 相关短句/例句 ...
[9] Nonlinear programming algorithms. http://www.math.bme.hu/~bog/GlobOpt/Chapter5.pdf. [10] Oerview of quasi-newton optimization methods. https://homes.cs.washington.edu/~galen/files/quasi-newton-notes.pdf. [11] Quasi-newton method. http://en.wikipedia.org/wiki/Quasi-Newton_method. [...
[9] Nonlinear programming algorithms. http://www.math.bme.hu/~bog/GlobOpt/Chapter5.pdf.[10] Oerview of quasi-newton optimization methods. https://homes.cs.washington.edu/~galen/files/quasi-newton-notes.pdf.[11] Quasi-newton method. http://en.wikipedia.org/wiki/Quasi-Newton_method....
This paper surveys some of the existing approaches to quasi-Newton methods and introduces a new way for constructing inverse Hessian approximations for such algorithms. This new approach is based on restricting Newton's method to subspaces over which the inverse Hessian is assumed to be known, whil...
In the Interior Point context, quasi-Newton algorithms compute low-rank updates of the matrix associated with the Newton systems, instead of computing it from scratch at every iteration. In this work, we show that a simplified quasi-Newton primal-dual interior point algorithm for linear ...