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- W3100975779 abstract "Acceleration schemes can dramatically improve existing optimization procedures. In most of the work on these schemes, such as nonlinear Generalized Minimal Residual (N-GMRES), acceleration is based on minimizing the $ell_2$ norm of some target on subspaces of $mathbb{R}^n$. There are many numerical examples that show how accelerating general purpose and domain-specific optimizers with N-GMRES results in large improvements. We propose a natural modification to N-GMRES, which significantly improves the performance in a testing environment originally used to advocate N-GMRES. Our proposed approach, which we refer to as O-ACCEL (Objective Acceleration), is novel in that it minimizes an approximation to the emph{objective function} on subspaces of $mathbb{R}^n$. We prove that O-ACCEL reduces to the Full Orthogonalization Method for linear systems when the objective is quadratic, which differentiates our proposed approach from existing acceleration methods. Comparisons with L-BFGS and N-CG indicate the competitiveness of O-ACCEL. As it can be combined with domain-specific optimizers, it may also be beneficial in areas where L-BFGS or N-CG are not suitable." @default.
- W3100975779 created "2020-11-23" @default.
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- W3100975779 date "2018-10-02" @default.
- W3100975779 modified "2023-10-18" @default.
- W3100975779 title "Objective acceleration for unconstrained optimization" @default.
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- W3100975779 doi "https://doi.org/10.1002/nla.2216" @default.
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