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Shape-Changing L-SR...
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Brust, JohannesApplied Mathematics, University of California, Merced, USA
(författare)
Shape-Changing L-SR1 Trust-Region Methods
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Cornell University :arXiv.org,2016
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14 s.
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electronicrdacarrier
Nummerbeteckningar
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LIBRIS-ID:oai:DiVA.org:liu-130633
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https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-130633URI
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Språk:engelska
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Sammanfattning på:engelska
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Ämneskategori:vet swepub-contenttype
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Ämneskategori:rap swepub-publicationtype
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In this article, we propose a method for solving the trust-region subproblem when a limited-memory symmetric rank-one matrix is used in place of the true Hessian matrix. The method takes advantage of two shape-changing norms to decompose the trust-region subproblem into two separate problems, one of which has a closed-form solution and the other one is easy to solve. Sufficient conditions for global solutions to both subproblems are given. The proposed solver makes use of the structure of limited-memory symmetric rank-one matrices to find solutions that satisfy these optimality conditions. Solutions to the trust-region subproblem are computed to high-accuracy even in the so-called "hard case".
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Biuppslag (personer, institutioner, konferenser, titlar ...)
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Burdakov, Oleg,1953-Linköpings universitet,Optimeringslära,Tekniska fakulteten(Swepub:liu)olebu87
(författare)
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Erway, Jennifer B.Department of Mathematics, Wake Forest University, USA
(författare)
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Marcia, Roummel F.Applied Mathematics, University of California, Merced, USA
(författare)
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Yuan, Ya-xiangState Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, AMSS, CAS, Beijing, China
(författare)
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Applied Mathematics, University of California, Merced, USAOptimeringslära
(creator_code:org_t)
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