Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: Non-linear optimization
Replies: 32   Last Post: Mar 8, 2013 2:22 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Bruno Luong

Posts: 8,565
Registered: 7/26/08
Re: Non-linear optimization
Posted: Mar 7, 2013 4:51 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

"Matt J" wrote in message <khb188$n3q$1@newscl01ah.mathworks.com>...

> That much, I understand. Maybe I didn't understand what you meant by quasi-Newton being "quasi-efficient".

Practical experimental shows that one does not need to compute the true Hessian. The gain in number of iteration for convergence is minor, yet more complex calculation for the second order requires a lot of overhead in many cases.

>It looks like finding lambda for quasi-Newton-LM would be much more efficient than for true Newton-LM.

Not sure I understand your statement. In LM method, finding lambda is based on the same empirical rules that works equally well regardless which the Hessian approximation or true Hessian is chosen.

Bruno



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.