Quasi-Newton algorithm for optimal approximate linear regression design: Optimization in matrix space

2019 ◽  
Vol 198 ◽  
pp. 62-78 ◽  
Author(s):  
N. Gaffke ◽  
R. Schwabe
Keyword(s):  
Linear Regression ◽  
Design Optimization ◽  
Matrix Space ◽  
Newton Algorithm ◽  
Regression Design ◽  
Quasi Newton

scholarly journals A new quasi-Newton algorithm

1988 ◽  
Vol 1 (1) ◽  
pp. 101-104 ◽  
Author(s):  
Yin Zhang ◽  
R.P. Tewarson
Keyword(s):  
Newton Algorithm ◽  
Quasi Newton

Adaptive Complex Method for Efficient Design Optimization

2007 ◽  
Author(s):  
Marcus Pettersson ◽  
Johan O¨lvander
Keyword(s):  
Design Optimization ◽  
Optimization Problem ◽  
Global Optimum ◽  
Direct Search ◽  
Complex Method ◽  
Efficient Design ◽  
Direct Search Methods ◽  
Simulation Based ◽  
Set Of Points ◽  
Quasi Newton

Box’s Complex method for direct search has shown promise when applied to simulation based optimization. In direct search methods, like Box’s Complex method, the search starts with a set of points, where each point is a solution to the optimization problem. In the Complex method the number of points must be at least one plus the number of variables. However, in order to avoid premature termination and increase the likelihood of finding the global optimum more points are often used at the expense of the required number of evaluations. The idea in this paper is to gradually remove points during the optimization in order to achieve an adaptive Complex method for more efficient design optimization. The proposed method shows encouraging results when compared to the Complex method with fix number of points and a quasi-Newton method.

A lower bound based smoothed quasi-Newton algorithm for group bridge penalized regression

2017 ◽  
Vol 46 (6) ◽  
pp. 4694-4707
Author(s):  
Yongxiu Cao ◽  
Jian Huang ◽  
Yuling Jiao ◽  
Yanyan Liu
Keyword(s):  
Lower Bound ◽  
Penalized Regression ◽  
Newton Algorithm ◽  
Quasi Newton

An adaptive quasi-Newton algorithm for eigensubspace estimation

2000 ◽  
Vol 48 (12) ◽  
pp. 3328-3333 ◽  
Author(s):  
V.P. Roychowdhury ◽  
C. Chatterjee ◽  
Zhengjiu Kang
Keyword(s):  
Newton Algorithm ◽  
Quasi Newton
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