Question
Find optimal alpha, beta values F(x) = 1/2 x^TQx - c^Tx, x,c are D dimensional vector, and Q is DXD Momentum Descent Update x_{k+1} =x_k??_kp_k+?_kq_k,
Find optimal alpha, beta values F(x) = 1/2 x^TQx - c^Tx, x,c are D dimensional vector, and Q is DXD
Momentum Descent Update x_{k+1} =x_k??_kp_k+?_kq_k, where p_k is gradient of F(x) and q_k is x_k - x_{k-1}
If F(x_{k+1}) is as in pic what will be optimal values of ?_k, ?_k
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Numerical Solution Of Ordinary Differential Equations
Authors: L F Shampine
1st Edition
1351427547, 9781351427548
