MM优化:近距离算法,路径跟踪和信任区域
Alfonso Landeros1, Jason Xu2, Kenneth Lange1,3,4
1Department of Computational Medicine, University of California, Los Angeles, CA 90095.
概括
大化-最小化 (MM) 原理和近接距离算法为优化问题提供了一个统一的框架. 本综述探讨了它们在统计,金融和非线性优化中的应用和加速技术.
科学领域:
- 优化理论 优化理论
- 计算数学 计算数学 计算数学
背景情况:
- 大化-最小化 (MM) 原理是解决优化问题的强有力的代方法.
- 靠近距离算法提供了一种通用方法,用于使用二次惩罚的受约束优化.
研究的目的:
- 审查大化-最小化 (MM) 原理和近接距离算法.
- 为了说明它们在统计,金融和非线性优化中的应用.
- 探索加速MM算法的方法.
主要方法:
- 对大化-最小化 (MM) 原理和近接距离算法的审查.
- 这些原理应用于统计,金融和非线性优化中的各种问题.
- 探索加速技术,包括矩阵分解,路径跟踪和立方大化.
主要成果:
- 证明了MM和近距离原则对各种优化挑战的适用性.
- 介绍并测试了MM算法的新型加速策略.
- 突出了MM原则作为算法设计和重新解释的多功能框架.
结论:
- 大化-最小化 (MM) 原理和近距离算法是有效的,广泛适用的优化框架.
- 加速技术可以显著提高MM算法的性能.
- 这项工作统一并扩展了对这些优化方法的理解.
相关概念视频
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
84
Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
84
Design Example: Measuring Distance Between Two Points with Obstructions
67
When measuring distances in areas with physical obstructions, such as a lake in a field, surveyors must employ techniques to calculate accurate lengths without direct line measurements. One effective method is the offset technique, which allows for precise distance estimation over inaccessible stretches.In this scenario, a surveyor must measure a side of an area that crosses a lake. Since the measuring tape cannot span the lake, the surveyor begins by establishing a baseline that aligns with...
67
One-Degree-of-Freedom System
519
In mechanical engineering, one-degree-of-freedom systems form the basis of a wide range of electrical and mechanical components. Using these models, engineers can predict the behavior of various parts in a larger system, which gives them insight into how different forces interact with each other.
A one-degree-of-freedom system is defined by an independent variable that determines its state and behavior. One example of a one-degree-of-freedom system is a simple harmonic oscillator, such as a...
A one-degree-of-freedom system is defined by an independent variable that determines its state and behavior. One example of a one-degree-of-freedom system is a simple harmonic oscillator, such as a...
519
Principle of Moments: Problem Solving
878
The principle of moments is a fundamental concept in physics and engineering. It refers to the balancing of forces and moments around a point or axis, also known as the pivot. This principle is used in many real-life scenarios, including construction, sports, and daily activities like opening doors and pushing objects.
One such scenario involves a pole placed in a three-dimensional system with a cable attached. When a tension is applied to the cable, the moment about the z-axis passing through...
One such scenario involves a pole placed in a three-dimensional system with a cable attached. When a tension is applied to the cable, the moment about the z-axis passing through...
878
Centroid of a Body: Problem Solving
1.2K
The centroid of a body is a crucial concept in engineering and physics. Finding the centroid of a body can help determine its stability, its balance point, and even its design. In this context, consider a thin wire bent in the form of a quarter circular arc. Polar coordinates are used to calculate the centroid. The wire is first divided into small differential elements of a length equal to the radius multiplied by the differential angle.
The x-coordinates and y-coordinates of each element's...
The x-coordinates and y-coordinates of each element's...
1.2K
Distance Corrections
53
To achieve precise distance measurements, especially in surveying and construction, certain corrections must be applied to account for potential sources of error like the standardization errors, temperature variations, and slope adjustments.Standardization error emerges when measurement equipment undergoes changes, such as wear, repairs, or weather impacts. To address this, surveyors compare the equipment’s readings to a standard. This process identifies any deviation that might lead to...
53


