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比利时vs摩洛哥足彩 ,
university of california san diego

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center for computational mathematics seminar

michael ferry

ucsd

projected-search methods for box-constrained optimization

abstract:

we survey several commonly-used quasi-newton methods and line-search algorithms for unconstrained and box-constrained optimization and consider their underlying strategies. by taking advantage of an implicit similarity in two existing algorithms, we develop a method for box-constrained optimization that includes a new way to compute a search direction and a new line-search algorithm. on a collection of standardized problems, this method is over $35\%$ faster than the leading comparable alternative.

april 12, 2011

11:00 am

ap&m 2402

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