优化中的守恒定律方法
A Conservation Law Method in Optimization
AI总结:
本文提出基于牛顿第二定律无摩擦的算法,用于寻找非凸优化的局部极小值和某些程度的全局极小值,通过速度可观测性和可控性实现高效收敛。
摘要:
我们提出了一些算法,用于在非凸优化中寻找局部极小值,并在某种程度上获得全局极小值,基于牛顿第二定律无摩擦。通过运动中的速度可观测性和可控性这一关键观察,算法基于辛欧拉方案模拟牛顿第二定律无摩擦。从解析解的直观分析出发,我们对所提出算法的高速收敛性进行了理论分析。最后,我们提出了在高维空间中强凸函数、非强凸函数和非凸函数的实验。
英文摘要:
We propose some algorithms to find local minima in nonconvex optimization and to obtain global minima in some degree from the Newton Second Law without friction. With the key observation of the velocity observable and controllable in the motion, the algorithms simulate the Newton Second Law without friction based on symplectic Euler scheme. From the intuitive analysis of analytical solution, we give a theoretical analysis for the high-speed convergence in the algorithm proposed. Finally, we propose the experiments for strongly convex function, non-strongly convex function and nonconvex function in high-dimension.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。