凸優化第九章無約束優化 作業題

無約束優化

The solution to the following problem

\begin{array}{ll} \mbox{minimize} & \|Ax-b\|_2^2 \end{array}

with A \in \mathbf{R}^{m \times n} and m>n, where A has full (column) rank n, is

Which stopping criteria are reasonable when solving an optimization problem

minimize  f(x)

using iterative algorithms? Here x^{(t)} denotes the value of x at iteration t, and ϵ is some small, fixed constant and p^* is the optimal value.

 爲啥第一個選項不對??

梯度下降方法

When the gradient descent method is started from a point near the solution, it will converge very quickly.

最速下降方法

In descent methods, the particular choice of search direction does not matter so much.

In descent methods, the particular choice of line search does not matter so much.

發表評論
所有評論
還沒有人評論,想成為第一個評論的人麼? 請在上方評論欄輸入並且點擊發布.
相關文章