printable pdf
比利时vs摩洛哥足彩 ,
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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