SELF-SCALING VARIABLE METRIC (SSVM) ALGORITHMS Part II: Implementation and Experiments*t
نویسنده
چکیده
This part of the paper introduLces some possible implementations of Self-Scaling Variable Metric algorithms based oIn the theory presented in Part I. These implementations are analyzed theoretically aind discussed qualitatively. A special class of SSVM algorithms is introduced, which has the additional property of being invariant under scaliing of the objective function or of the variables. Experimental results are provided for a particular case of this class. This case has been tested in comparison to the D)FP algorithm on a variety of functions with up to 50 variables. The results indicate that the new method has substantial advantage for functions with a large number of variables.
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تاریخ انتشار 2007