APPLICATION OF THE MATRIX FACTOR ANALYSIS METHOD FOR DETERMINING PARAMETERS OF THE OBJECTIVE FUNCTION FOR TRANSPORT RISK MINIMIZATION

Autor: Serhii Zabolotnii, Sergii Mogilei

Publikováno v: Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska, Vol 11, Iss 1 (2021)

The paper regards a common transport problem with a non-classic optimization criterion to minimize transportation risks. It demonstrates that the risk parameters of the function could be found through the factor analysis method. Besides, considering

Externí odkaz: https://doaj.org/article/a56680122135428ebdfd876be04102c7

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OFFO minimization algorithms for second-order optimality and their complexity

Autor: S. Gratton, Ph. L. Toint

Publikováno v: Gratton, S & TOINT, P 2023, ' OFFO minimization algorithms for second-order optimality and their complexity ', Computational Optimization and Applications, vol. 84, no. 2, pp. 573-607 . https://doi.org/10.1007/s10589-022-00435-2
TOINT, P & Gratton, S 2022 ' OFFO minimization algorithms for second-order optimality and their complexity ' .

An Adagrad-inspired class of algorithms for smooth unconstrained optimizationis presented in which the objective function is never evaluated and yet thegradient norms decrease at least as fast as lO(1/\sqrt{k+1}) whilesecond-order optimality measures

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7e8c338682ed5a1b146ed93339d6a9d6
https://hal.science/hal-03806600

Convergence properties of an Objective-Function-Free Optimization regularization algorithm, including an $\mathcal{O}(\epsilon^{-3/2})$ complexity bound

Autor: Gratton, Serge, JERAD, SADOK, Toint, Philippe L.

An adaptive regularization algorithm for unconstrained nonconvex optimization is presented in which the objective function is never evaluated, but only derivatives are used. This algorithm belongs to the class of adaptive regularization methods, for

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=arXiv_dedup_::eeb653abd94d16437e9b6a59c0a0373a
http://arxiv.org/abs/2203.09947

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