Works (2)
Updated: July 5th, 2023 16:02
2000 journal article
Superlinear convergence and implicit filtering
SIAM JOURNAL ON OPTIMIZATION, 10(4), 1149–1162.
author keywords: noisy optimization; implicit filtering; BFGS algorithm; superlinear convergence
TL;DR:
This paper shows how the implicit filtering algorithm can be coupled with the BFGS quasi-Newton update to obtain a superlinearly convergent iteration if the noise in the objective function decays sufficiently rapidly as the optimal point is approached.
(via Semantic Scholar)
Source: Web Of Science
Added: August 6, 2018
1999 journal article
Estimates for the Nash-Sofer preconditioner for the reduced Hessian for some elliptic variational inequalities
SIAM JOURNAL ON OPTIMIZATION, 9(2), 327–341.
author keywords: preconditioners; reduced Hessian; elliptic variational inequalities
TL;DR:
A class of examples is presented to show how the quality of the Nash--Sofer preconditioner can be directly estimated and one consequence is that if the Hessian is the five-point discretization of a certain type of strongly elliptic operator with homogeneous Dirichlet boundary conditions on an $n \times n$ mesh, then the condition number of the reduced Hessian can be lowered.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
10. Reduced Inequalities
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
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