WOLFF, Mr. Joshua (2022) Méthodes proximales, régions de confiance et approximations quasi-Newton PFE - Project Graduation, ENSTA.



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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