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比利时vs摩洛哥足彩
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比利时vs摩洛哥足彩
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university of california san diego
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math 278 - ccom seminar
michael ferry
ucsd
line search algorithms for projected-gradient quasi-newton methods
abstract:
we briefly survey line search algorithms for unconstrained optimization. next, we consider the search direction and line search strategies used in several algorithms that implement a quasi-newton method for simple bounds, including algorithm l-bfgs-b. in this context, we discuss two currently-used line search algorithms and introduce a new method meant to combine the best properties of two different strategies. we present a modified l-bfgs-b method using the new line search and demonstrate its significant performance gains by numerical tests using the cuter test set.
november 10, 2009
10:00 am
ap&m 2402
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