Constrained and Preconditioned Stochastic Gradient Method
نویسندگان
چکیده
منابع مشابه
Preconditioned Stochastic Gradient Descent
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts in this direction either aim at solving specialized problems, or result in significantly more complicated methods than SGD. This paper proposes a new method t...
متن کاملSuperresolution Using Preconditioned Conjugate Gradient Method
In this paper we present a fast iterative image superresolution algorithm using preconditioned conjugate gradient method. To avoid explicitly computing the tolerance in the inverse filter based preconditioner scheme, a new Wiener filter based preconditioner for the conjugate gradient method is proposed to speed up the convergence. The circulant-block structure of the preconditioner allows effic...
متن کاملThe Multigrid Preconditioned Conjugate Gradient Method
multigrid method as a preconditioner of the PCG method, is proposed. The multigrid method has inherent high parallelism and improves convergence of long wave length components, which is important in iterative methods. By using this method as a preconditioner of the PCG method, an e cient method with high parallelism and fast convergence is obtained. First, it is considered a necessary condition...
متن کاملA Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization
We propose a new framework for the application of preconditioned conjugate gradients in the solution of large-scale linear equality constrained minimization problems. This framework allows for the exploitation of structure and sparsity in the context of solving the reduced Newton system (despite the fact that the reduced system may be dense).
متن کاملPreconditioned Solution of State Gradient Constrained Elliptic Optimal Control Problems
Elliptic optimal control problems with pointwise state gradient constraints are considered. A quadratic penalty approach is employed together with a semismooth Newton iteration. Three different preconditioners are proposed and the ensuing spectral properties of the preconditioned linear Newton saddle-point systems are analyzed in dependence on the penalty parameter. A new bound for the smallest...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2015
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2015.2412919