In mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose...
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In numerical linear algebra, the conjugate gradient method is an iterative method for numerically solving the linear system A x = b {\displaystyle {\boldsymbol...
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gradient descent Coordinate descent Frank–Wolfe algorithm Landweber iteration Random coordinate descent Conjugate gradient method Derivation of the conjugate...
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In numerical optimization, the nonlinear conjugate gradient method generalizes the conjugate gradient method to nonlinear optimization. For a quadratic...
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Policy gradient methods are a class of reinforcement learning algorithms. Policy gradient methods are a sub-class of policy optimization methods. Unlike...
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Gradient descent is a method for unconstrained mathematical optimization. It is a first-order iterative algorithm for minimizing a differentiable multivariate...
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other variants such as the conjugate gradient squared method (CGS). It is a Krylov subspace method. Unlike the original BiCG method, it doesn't require multiplication...
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The theory of stationary iterative methods was solidly established with the work of D.M. Young starting in the 1950s. The conjugate gradient method was...
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competitively with conjugate gradient methods for many problems. Not depending on the objective itself, it can also solve some systems of linear and non-linear...
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Mathematical optimization (redirect from Make the most out of)
Polyak, subgradient–projection methods are similar to conjugate–gradient methods. Bundle method of descent: An iterative method for small–medium-sized problems...
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method very similar to the much more popular conjugate gradient method, with similar construction and convergence properties. This method is used to solve linear...
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iteration Conjugate gradient method (CG) — assumes that the matrix is positive definite Derivation of the conjugate gradient method Nonlinear conjugate gradient...
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Proximal gradient (forward backward splitting) methods for learning is an area of research in optimization and statistical learning theory which studies...
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inverting the matrix.) In addition, L {\displaystyle L} is symmetric and positive definite, so a technique such as the conjugate gradient method is favored...
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that the standard conjugate gradient (CG) iterative methods can still be used. Such imposed SPD constraints may complicate the construction of the preconditioner...
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Bisection method Euler method Fast inverse square root Fisher scoring Gradient descent Integer square root Kantorovich theorem Laguerre's method Methods of computing...
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Gauss–Newton algorithm (redirect from Gauss-Newton method)
better, the QR factorization of J r {\displaystyle \mathbf {J_{r}} } . For large systems, an iterative method, such as the conjugate gradient method, may...
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Multidisciplinary design optimization (redirect from Decomposition method (multidisciplinary design optimization))
in that case the techniques of linear programming are applicable. Adjoint equation Newton's method Steepest descent Conjugate gradient Sequential quadratic...
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many proximal gradient methods can be interpreted as a gradient descent method over M f {\displaystyle M_{f}} . The Moreau envelope of a proper lower...
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inversion and the implementation of the conjugate gradient method by Petravic and Kuo-Petravic. Subsequently, many other conjugate gradient methods have been...
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matrices with a large number of unknowns, iterative methods such as conjugate gradient method can be used for acceleration. The actual field distributions...
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Simplex algorithm (redirect from Simplex method)
simplex method) is a popular algorithm for linear programming.[failed verification] The name of the algorithm is derived from the concept of a simplex...
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Broyden–Fletcher–Goldfarb–Shanno algorithm (redirect from BFGS method)
the related Davidon–Fletcher–Powell method, BFGS determines the descent direction by preconditioning the gradient with curvature information. It does...
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in the finite element method. Cengage Learning. ISBN 978-0-495-66825-1. Duderstadt, James J.; Martin, William R. (1979). "Chapter 4:The derivation of continuum...
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Preconditioned Conjugate Gradient (LOBPCG) method. Subsequent principal components can be computed one-by-one via deflation or simultaneously as a block. In the former...
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parameters, the steepest descent iterations, with shift-cutting, follow a slow, zig-zag trajectory towards the minimum. Conjugate gradient search. This...
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Preconditioned Conjugate Gradient (LOBPCG) is a matrix-free method for finding the largest (or smallest) eigenvalues and the corresponding eigenvectors of a symmetric...
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Michael J. D. Powell. Similarly to the Levenberg–Marquardt algorithm, it combines the Gauss–Newton algorithm with gradient descent, but it uses an explicit...
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systems of linear equations Biconjugate gradient method: solves systems of linear equations Conjugate gradient: an algorithm for the numerical solution of particular...
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Least mean squares filter (section Derivation)
between the desired and the actual signal). It is a stochastic gradient descent method in that the filter is only adapted based on the error at the current...
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