2 papers
math.OC2020
A Dynamic Subspace Based BFGS Method for Large Scale Optimization Problem
Zheng Li, Shi Shu, Jian-Ping Zhang
Large-scale unconstrained optimization is a fundamental and important class of, yet not well-solved problems in numerical optimization. The main challenge in designing an algorithm…
cs.LG2019
SVGD: A Virtual Gradients Descent Method for Stochastic Optimization
Zheng Li, Shi Shu
Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differen…