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25 个结果
  • 简介:InthispaperwediscusstheconvergenceofamodifiedNewton’smethodpresentedbyA.Ostrowski[1]andJ.F.Traub[2],whichhasquadraticconvergenceorderbutreducesoneevaluationofthederivativeateverytwostepscomparedwithNewton’smethod.Aconvergencetheoremisestablishedbyusingaweakconditiona≤3-2(21/2)andasharperrorestimateisgivenabouttheiterativesequence.

  • 标签: MODIFIED Newton’s METHOD CONVERGENCE majurant METHOD
  • 简介:AconicNewtonmethodisattractivebecauseitconvergestoalocalminimizzerrapidlyfromanysufficientlygoodinitialguess.However,itmaybeexpensivetosolvetheconicNewtonequationateachiterate.InthispaperweconsideraninexactconicNewtonmethod,whichsolvesthecouicNewtonequationoldyapproximatelyandinsonmunspecifiedmanner.Furthermore,weshowthatsuchmethodislocallyconvergentandcharacterizestheorderofconvergenceintermsoftherateofconvergenceoftherelativeresiduals.

  • 标签: INEXACT CONIC NEWTON method CONIC NEWTON
  • 简介:伪--牛顿方程为解决非线性的方程或非强迫的优化问题的系统在quasi-Newtonmethods起了一个中央作用。相反,平底锅建议了一个新方程,并且当时,证明它具有第二份订单第一份订单传统,在某些近似意义。在这篇论文,我们做二个方程的归纳作为特殊情况包括他们。概括方程被分析,并且新更改从它被导出。象DFP一样新更改在一套标准测试问题的计算实验超过了traditionalDFP更改。

  • 标签: 非线性系统方程 非拘束最优化 二阶准牛顿方程 更新公式
  • 简介:Recentexperiencehasshownthatinterior-pointmethodsusingalogbarrierapproacharefarsuperiortoclassicalsimplexmethodsforcomputingsolutionstolargeparametricquantileregressionproblems.Inmanylargeempiricalapplications,thedesignmatrixhasaverysparsestructure.Atypicalexampleistheclassicalfixed-effectmodelforpaneldatawheretheparametricdimensionofthemodelcanbequitelarge,butthenumberofnon-zeroelementsisquitesmall.AdoptingrecentdevelopmentsinsparselinearalgebraweintroduceamodifiedversionoftheFrisch-NewtonalgorithmforquantileregressiondescribedinPortnoyandKoenker[28].Thenewalgorithmsubstantiallyreducesthestorage(memory)requirementsandincreasescomputationalspeed.Themodifiedalgorithmalsofacilitatesthedevelopmentofnonparametricquantileregressionmethods.Thepseudodesignmatricesemployedinnonparametricquantileregressionsmoothingareinherentlysparseinboththefidelityandroughnesspenaltycomponents.ExploitingthesparsestructureoftheseproblemsopensupawholerangeofnewpossibilitiesformultivariatesmoothingonlargedatasetsviaANOVA-typedecompositionandpartiallinearmodels.

  • 标签: 分位数回归 弗里希-牛顿算法 稀疏线性代数 数理统计
  • 简介:Analgorithmforsolvingaclassofsmoothconvexprogrammingisgiven.Usingsmoothexactmultiplierpenaltyfunction,asmoothconvexprogrammingisminimizedtoaminimizingstronglyconvexfunctiononthecompactsetwasreduced.ThenthestronglyconvexfunctionwithaNewtonmethodonthegivencompactsetwasminimized.

  • 标签: 光滑凸规划 牛顿定律 KKT乘法器 凸函数
  • 简介:Inthispaper,aswitchingmethodforunconstrainedminimizationisproposed.ThemethodisbasedonthemodifiedBFGSmethodandthemodifiedSR1method.Theeigenvaluesandconditionnumbersofboththemodifiedupdatesareevaluatedandusedintheswitchingrule.WhentheconditionnumberofthemodifiedSR1updateissuperiortothemodifiedBFGSupdate,thestepintheproposedquasi-NewtonmethodisthemodifiedSR1step.OtherwisethestepisthemodifiedBFGSstep.Theefficiencyoftheproposedmethodistestedbynumericalexperimentsonsmall,mediumandlargescaleoptimization.Thenumericalresultsarereportedandanalyzedtoshowthesuperiorityoftheproposedmethod.

  • 标签: 半牛顿方程 SR1方法 BFGS方法 大系统最优化 开关算法
  • 简介:Thispaperconsiderstheexistenceandasymptoticestimatesofglobalsolutionsandfinitetimeblowupoflocalsolutionofnon-Newtonfiltrationequationwithspecialmediumvoidofthefollowingform:{ut/|x|^2-△pu=u^q,(x,t)∈Ω×(0,T),u(x,t)=0,(x,t)∈ЭΩ×(0,T),u(x,0)=u0(x),u0(x)≥0,u0(x)全不等于0,where△pu=div(|△↓u|^p-2△↓u),ΩisasmoothboundeddomaininR^N(N≥3),0∈Ω,2

  • 标签: 非牛顿滤波方程 渐近估计 HARDY不等式 非牛顿流体
  • 简介:WestudyhowtousetheSR1updatetorealizeminimizationmethodsforproblemswherethestorageiscritical.Wegiveanupdateformulawhichgeneratesmatricesusinginformationfromthelastmiterations.Thenumericaltestsshowthatthemethodisefficent.

  • 标签: LARGE SCALE PROBLEM LIMITED MEMORY methods
  • 简介:WeprovideconvergenceresultsanderrorestimatesforNewton-likemethodsingeneralizedBanachspaces.TheideaofageneralizednormisusedwhichisdefinedtobeamapfromalinearspaceintoapartiallyorderedBanachspace.Convergenceresultsanderrorestimatesareimprovedcomparedwiththerealnormtheory.

  • 标签: ESTIMATES operators CONSCIOUS DERIVATIVE Operator HEIDELBERG
  • 简介:牛顿的重复为单个Toeplitz矩阵的组逆的计算被修改。在每次重复,重复矩阵被一个矩阵与一个低排水量等级接近。因为重复矩阵的排水量结构,涉及牛顿的重复的thematrix向量增加能高效地被做。我们证明修改牛顿重复的集中仍然是很快的。数字结果被介绍表明建议方法的快集中。

  • 标签: 牛顿迭代 群逆转 TOEPLITZ矩阵 位移秩
  • 简介:首先用微分中值定理推出了Newton-Leibniz公式,同时也用Newton-Leibniz公式推出了三个微分中值定理,从而证明了微分中值定理与Newton-Leibniz公式可互相证明.

  • 标签: 微分中值定理 NEWTON-LEIBNIZ公式 互相证明
  • 简介:Inthisstudy,weuseinexactnewtonmethodstofindsolutionsofnonlinear,nondifferenti-ableoperatorequationsonBanachspaceswithaconvergencestructure.ThistechniqueinvolvestheintroductionofageneralizednormasanoperatorfromalinearspaceintoapartiallyorderedBanachspace.Inthiswaythemetricpropertiesoftheexaminedproblemcanbeanalyzedmoreprecisely.Moreover,thisapproachallmvsustoderivefromthesametheorem,ontheonehand,semi-localresultsofKantorovich-type,andontheotherhand,globalresultsbasedonmono-tonicityconsiderations.Furthermore,iveshowthatspecialcasesofourresultsreducetothecorrespondingonesalreadyintheliterature.Finally>ourresultsareusedtosolveintegralequationsthatcannotbesolvedwithexistingmethods.

  • 标签:
  • 简介:在这篇论文,non-quasi-Newton“有用于非强迫的优化问题的不精确的线搜索的s家庭被学习。为non-quasi-Newton的一个新更改公式“sfamily被建议。如果,有任何一个Wolfe类型orArmijo类型线搜索的组成的算法全球性并且Q-superlinearly收敛,这被证明要最小化的功能hasLipschitz连续坡度。

  • 标签: 非准牛顿法 不精确线性搜索 整体收敛 非限制最优化
  • 简介:Inthispaperweimprovethetwoversionsofthetwo-sidedprojectedquasi-Newtonmethod-onewasproposedbyNocedal&Overtonin[1]andtheotherwasdiscussedinourpreviouspaper,byintroducingthreedifferentmeritfunctionstomakeinexactone-dimensionalsearches.Itisshownthattheseimprovedquasi-Newtonalgorithmshavegainedglobalconvergencepropertywhichisnotpossessedbytheoriginaltwoalgorithms.

  • 标签: projected sided MERIT gained QUASI possessed
  • 简介:InthispaperwereportasparsetruncatedNewtonalgorithmforhandlinglarge-scalesimpleboundnonlinearconstrainedminimixationproblem.ThetruncatedNewtonmethodisusedtoupdatethevariableswithindicesoutsideoftheactiveset,whiletheprojectedgradientmethodisusedtoupdatetheactivevariables.Ateachiterativelevel,thesearchdirectionconsistsofthreeparts,oneofwhichisasubspacetruncatedNewtondirection,theothertwoaresubspacegradientandmodifiedgradientdirections.ThesubspacetruncatedNewtondirectionisobtainedbysolvingasparsesystemoflinearequations.Theglobalconvergenceandquadraticconvergencerateofthealgorithmareprovedandsomenumericaltestsaregiven.

  • 标签: The TRUNCATED NEWTON method LARGE-SCALE SPARSE