Sökning: "quasi-Newton methods"

Visar resultat 1 - 5 av 15 avhandlingar innehållade orden quasi-Newton methods.

  1. 1. Approaches to accelerate methods for solving systems of equations arising in nonlinear optimization

    Författare :David Ek; Anders Forsgren; Jacek Gondzio; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Nonlinear optimization; mathematical programming; interior-point methods; approximate solutions to systems of linear equations; method of conjugate gradients; quasi-Newton methods; modified Newton methods; Ickelinjär optimering; matematisk programmering; inre-punktsmetoder; approximativa lösningar till linjära ekvationssystem; konjugerade gradientmetoden; kvasi-Newtonmetoder; modifierade Newtonmetoder.; Optimization and Systems Theory; Optimeringslära och systemteori;

    Sammanfattning : Methods for solving nonlinear optimization problems typically involve solving systems of equations. This thesis concerns approaches for accelerating some of those methods. In our setting, accelerating involves finding a trade-off between the computational cost of an iteration and the quality of the computed search direction. LÄS MER

  3. 2. Algorithms in data mining using matrix and tensor methods

    Författare :Berkant Savas; Lars Eldén; Lieven De Lathauwer; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Volume; Minimization criterion; Determinant; Rank deficient matrix; Reduced rank regression; System identification; Rank reduction; Volume minimization; General algorithm; Handwritten digit classification; Tensors; Higher order singular value decomposition; Tensor approximation; Least squares; Tucker model; Multilinear algebra; Notation; Contraction; Tensor matricization; Newton s method; Grassmann manifolds; Product manifolds; Quasi-Newton algorithms; BFGS and L-BFGS; Symmetric tensor approximation; Local intrinsic coordinates; Global embedded coordinates; ; Numerical analysis; Numerisk analys;

    Sammanfattning : In many fields of science, engineering, and economics large amounts of data are stored and there is a need to analyze these data in order to extract information for various purposes. Data mining is a general concept involving different tools for performing this kind of analysis. LÄS MER

  4. 3. On Methods for Solving Symmetric Systems of Linear Equations Arising in Optimization

    Författare :Tove Odland; Anders Forsgren; William W. Hager; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; symmetric system of linear equations; method of conjugate gradients; quasi-Newton method; unconstrained optimization; unconstrained quadratic optimiza- tion; Krylov subspace method; unnormalized Lanczos vectors; minimum-residual method; symmetriska linjära ekvationssystem; konjugerade gradientmetoden; kvasi- Newtonmetoder; optimering utan bivillkor; kvadratisk optimering utan bivillkor; Kry- lovunderrumsmetoder; icke-normaliserade Lanczosvektorer; minimum-residualmetoden; Mathematics; Matematik;

    Sammanfattning : In this thesis we present research on mathematical properties of methods for solv- ing symmetric systems of linear equations that arise in various optimization problem formulations and in methods for solving such problems.In the first and third paper (Paper A and Paper C), we consider the connection be- tween the method of conjugate gradients and quasi-Newton methods on strictly convex quadratic optimization problems or equivalently on a symmetric system of linear equa- tions with a positive definite matrix. LÄS MER

  5. 4. Numerical Algorithms for Optimization Problems in Genetical Analysis

    Författare :Kateryna Mishchenko; Sverker Holmgren; Dmitrii Silvestrov; Lars Rönnegård; Ann-Charlotte Berglund Sonnhammer; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Quantitative Trait Loci QTL ; restricted maximum likelihood REML ; variance components; average information AI matrix; Local optimization; Quasi-Newton method; Active Set method; Hessian approximation; BFGS update; Applied mathematics; Tillämpad matematik; Matematik tillämpad matematik;

    Sammanfattning : The focus of this thesis is on numerical algorithms for efficient solution of QTL analysis problem in genetics.Firstly, we consider QTL mapping problems where a standard least-squares model is used for computing the model fit. LÄS MER

  7. 5. Numerical methods for quantum molecular dynamics

    Författare :Katharina Kormann; Sverker Holmgren; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : The time-dependent Schrödinger equation models the quantum nature of molecular processes. Numerical simulations of these models help in understanding and predicting the outcome of chemical reactions. LÄS MER