We derive bounds for the objective errors and gradient residuals when finding approximations to the solution of common regularized quadratic optimization problems within evolving Krylov spaces. These provide upper bounds on the number of iterations required to achieve a given stated accuracy. We illustrate the quality of our bounds on given test examples.
Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
V Simoncini
2019
Abstract
We derive bounds for the objective errors and gradient residuals when finding approximations to the solution of common regularized quadratic optimization problems within evolving Krylov spaces. These provide upper bounds on the number of iterations required to achieve a given stated accuracy. We illustrate the quality of our bounds on given test examples.File in questo prodotto:
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Descrizione: Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
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Descrizione: Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
Tipologia:
Versione Editoriale (PDF)
Dimensione
2.55 MB
Formato
Adobe PDF
|
2.55 MB | Adobe PDF | Visualizza/Apri Richiedi una copia |
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