凸优化第九章无约束优化作业题

最新推荐文章于 2024-12-13 13:05:48 发布

使君杭千秋

最新推荐文章于 2024-12-13 13:05:48 发布

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分类专栏：凸优化

原文链接：https://blog.youkuaiyun.com/wangchy29/article/details/87967212

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无约束优化

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.

为啥第一个选项不对？？

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.

来源：https://blog.youkuaiyun.com/wangchy29/article/details/87967212

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