Journal article

### Objective acceleration for unconstrained optimization

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...

Publication status:
Published
Peer review status:
Peer reviewed

### Access Document

Files:
• (Version of record, pdf, 779.8KB)
Publisher copy:
10.1002/nla.2216

### Authors

More by this author
Institution:
University of Oxford
Division:
MPLS Division
Department:
Mathematical Institute
Oxford college:
Trinity College
Role:
Author
ORCID:
0000-0002-5861-7885
More from this funder
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
Source identifiers:
847321
Keywords:
Pubs id:
pubs:847321
UUID:
uuid:b13d69ca-8b30-4ca3-8ef0-40a865cdbcc4
Local pid:
pubs:847321
Deposit date:
2018-11-05