- Abstract:
-
Acceleration schemes can dramatically improve existing optimization procedures. In most of the work on these schemes, such as nonlinear Generalized Minimal Residual (N-GMRES), acceleration is based on minimizing the $\ell_2$ norm of some target on subspaces of $\mathbb{R}^n$. There are many numerical examples that show how accelerating general purpose and domain-specific optimizers with N-GMRES results in large improvements. We propose a natural modification to N-GMRES, which significantly im...
Expand abstract - Publication status:
- Published
- Peer review status:
- Peer reviewed
- Version:
- Publisher's Version
- Files:
-
-
(pdf, 779.8KB)
-
- Publisher copy:
- 10.1002/nla.2216
-
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- Grant:
- Centre for Doctoral Training in Industrially Focused Mathematical Modelling (EP/L015803/1)
- Publisher:
- Wiley Publisher's website
- Journal:
- Numerical Linear Algebra with Applications Journal website
- Volume:
- 26
- Issue:
- 1
- Pages:
- e2216
- Publication date:
- 2018-10-02
- Acceptance date:
- 2018-09-07
- DOI:
- EISSN:
-
1099-1506
- ISSN:
-
1070-5325
- Pubs id:
-
pubs:847321
- URN:
-
uri:b13d69ca-8b30-4ca3-8ef0-40a865cdbcc4
- UUID:
-
uuid:b13d69ca-8b30-4ca3-8ef0-40a865cdbcc4
- Local pid:
- pubs:847321
- Copyright holder:
- Riseth
- Copyright date:
- 2018
- Notes:
- © 2018 The Authors. Numerical Linear Algebra With Applications published by John Wiley and Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.
Journal article
Objective acceleration for unconstrained optimization
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+ Engineering and Physical Sciences Research Council
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