Sökning: "Frank-Wolfe Method"

Hittade 3 uppsatser innehållade orden Frank-Wolfe Method.

  1. 1. Stochastic Frank-Wolfe Algorithm : Uniform Sampling Without Replacement

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Olof Håkman; [2023]
    Nyckelord :Stochastic Frank-Wolfe; Stochastic optimization; Sampling without replacement;

    Sammanfattning : The Frank-Wolfe (FW) optimization algorithm, due to its projection free property, has gained popularity in recent years with typical application within the field of machine learning. In the stochastic setting, it is still relatively understudied in comparison to the more expensive projected method of Stochastic Gradient Descent (SGD). LÄS MER

  3. 2. Conditional steepest descent directions over Cartesian product sets : With application to the Frank-Wolfe method

    Master-uppsats, Linköpings universitet/Optimeringslära; Linköpings universitet/Tekniska fakulteten

    Författare :Johan Högdahl; [2015]
    Nyckelord :Nonlinear optimization; feasible direction methods; the Frank-Wolfe method; scaled direction; stochastic transportation problem;

    Sammanfattning : We derive a technique for scaling the search directions of feasible direction methods when applied to optimization problems over Cartesian product sets. It is proved that when the scaling is included in a convergent feasible direction method, also the new method will be convergent. LÄS MER

  4. 3. Efficient Updating Shortest Path Calculations for Traffic Assignment

    Uppsats för yrkesexamina på grundnivå, Matematiska institutionen

    Författare :Johan Holmgren; [2004]
    Nyckelord :Mathematical optimization; systems theory; Traffic Assignment; Frank-Wolfe Method; Shortest Path Problem; Network Simplex; Bucket Pricing; Conjugate Search Directions; Optimeringslära; systemteori;

    Sammanfattning : Traffic planning in a modern congested society is an important and time consuming procedure. Finding fast algorithms for solving traffic problems is therefore of great interest for traffic planners allover the world. LÄS MER