WOLFF, Mr. Joshua (2022) Méthodes proximales, régions de confiance et approximations quasi-Newton PFE - Project Graduation, ENSTA.
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Abstract
In this report, we study algorithms intended to solve "regularized" problems. After a general description of two existing algorithms, we focus on the generalization of these algorithms in the case where the variables are bounded. Finally, we propose a new trust region algorithm that we will compare to the two previous ones.
| Item Type: | Thesis (PFE - Project Graduation) |
|---|---|
| Uncontrolled Keywords: | Optimization Trust region algorithm Proximal methods Quasi-Newton approximation Regularization |
| Subjects: | Mathematics and Applications |
| ID Code: | 9287 |
| Deposited By: | Joshua WOLFF |
| Deposited On: | 05 juin 2023 09:34 |
| Dernière modification: | 05 juin 2023 09:34 |
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