Everything posted by ggyyree
I have got a quadratic form as following: F(w) = g^T * w + (1/2)* w^T * B * w Here T is the matrix transpose. Someone said the if p is a solution to this quadratic form then p is a solution to an equation of the form: (B + aI) * p = -g Here I is the identity matrix. May I ask why please? Thanks a lot!
I am dealing with tomography inverse problem by using trust-region optimization now. I compared my result with other optimization algorithms found that trust-region results are much better. May I ask if the trust-region optimization subproblem contains a regularization already itself please? If it contains regularization itself and how does this related to Tikhonov regularization please? By the way, I am using Matlab fminunc to implement the large scale trust-region Newton algorithm. Thanks a lot and I am looking forward to your reply!
I met a problem about finding the optimization of some function. I used the Trust-Region Newton and Quasi-Newton methods for the problem; however, with different initial guesses I sometimes got the local minimums. May I ask how to get out the trap of the local minimums please? I may try the Radom Walk method but it seems not be a good one. Any other ideas please reply! Thanks a lot!