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Lifted Newton Method for Optimization by Andrea Spencer is a document available to read on EtoBox.

What is Lifted Newton Method for Optimization about?

The document describes the lifted Newton method, which "lifts" optimization problems into higher dimensional spaces to exploit problem structure and improve convergence rates. It presents the idea, shows how derivatives can be computed efficiently via an auxiliary function, and applies the method to Gauss-Newton and sequential quadratic programming algorithms. Numerical tests on parameter estimation and PDE problems demonstrate faster convergence of the lifted approaches.

Author

Andrea Spencer

Language

EN