Parallel method of conjugate directions for minimization
نویسندگان
چکیده
منابع مشابه
New Parallel Conjugate Directions Method for Unconstrained Optimisation
In this report we present a new nongradient method for unconstrained minimisation which is designed for implementation on a parallel MIMD computer. This algorithm, developed from the classical serial algorithm of Smith [21] , also generates conjugate directions and has guaranteed quadratic convergence. The underlying formal theory whereby conjugate directions may be generated by the new method ...
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We analyze a technique for unconstrained minimization without derivatives. This stems from two theorems proved by M. J. D. Powell. A particular version, which we consider in detail, is related to the Jacobi process for finding the eigensystem of a symmetric matrix, and the two processes, although different, help to illuminate one another. We study convergence of the search directions to mutual ...
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A modification of the limited-memory variable metric BNS method for large scale unconstrained optimization is proposed, which consist in corrections (derived from the idea of conjugate directions) of the used difference vectors for better satisfaction of previous quasiNewton conditions. In comparison with [16], where a similar approach is used, correction vectors from more previous iterations c...
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The recent years have witnessed advances in parallel algorithms for large scale optimization problems. Notwithstanding demonstrated success, existing algorithms that parallelize over features are usually limited by divergence issues under high parallelism or require data preprocessing to alleviate these problems. In this work, we propose a Parallel Coordinate Descent Newton algorithm using mult...
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 1975
ISSN: 0862-7940,1572-9109
DOI: 10.21136/am.1975.103611