Conjugate gradient acceleration of iteratively re-weighted least squares methods
نویسندگان
چکیده
منابع مشابه
Conjugate gradient acceleration of iteratively re-weighted least squares methods
Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic functions. This transformation suggests an algorithmic scheme that solves a sequence of quadratic problems to be tackled efficiently by tools of numerical lin...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2016
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-016-9839-8