supported by the National Natural Science Foundation of China(No.12288201)。
The speeding-up and slowing-down(SUSD)direction is a novel direction,which is proved to converge to the gradient descent direction under some conditions.The authors propose the derivative-free optimization algorithm S...
The computational results were obtained at GPUs supported by the National Engineering Laboratory for Big Data Analysis and Applications and the High-performance Computing Platform of Peking University.
In this paper,we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning.The goal is to find a policy that maximizes the total expect...
This work was supported in part by Grant 61876199 from National Natural Science Foundation of China,Grant YBWL2011085 from Huawei Technologies Co.,Ltd.,and Grant YJCB2011003HI;Innovation Research Program of Huawei Technologies Co.,Ltd..The first author is grateful to professor Li-Zhi Liao for introducing him the interiorpoint methods when he visited Hong Kong Baptist University in July,2012.
In this article,we consider the primal-dual path-following method and the trust-region updating strategy for the standard linear programming problem.For the rank-deficient problem with the small noisy data,we also giv...
Project(KY201801005)supported by the China-Indonesia High-Speed Rail Technology Joint Research Center。
Extensive studies have been carried out for reliability studies on the basis of the surrogate model,which has the advantage of guaranteeing evaluation accuracy while minimizing the need of calling the real yet complic...
supported in part by the NNSF of China(11171003);the Innovation Talent Training Program of Science and Technology of Jilin Province of China(20180519011JH);the Science and Technology Development Project Program of Jilin Province(20190303132SF);The research of Mingyuan Cao is partially supported by the Project of Education Department of Jilin Province(JJKH20200028KJ);The research of Qingdao Huang is partially supported by the NNSF of China(11171131).
For symmetric tensors,computing generalized eigenvalues is equivalent to a homogenous polynomial optimization over the unit sphere.In this paper,we present an adaptive trustregion method for generalized eigenvalues of...
In this paper, we present a block Lanczos met hod for solving the large-scale CDT subproblem. During the algorithm, the original CDT subproblem is projected to a smallscale one, and then some classical method is emplo...
co-supported by the National Natural Science Foundation of China (No. 11502209);the Free Research Projects of the Central University Funding of China (No. 3102015ZY007)
Surrogate-Based Optimization(SBO) is becoming increasingly popular since it can remarkably reduce the computational cost for design optimizations based on high-fidelity and expensive numerical analyses. However, for c...
Supported by National Natural Science Foundation of China(Grant Nos.11671122 and 11371253);Key Scientific Research Project for Colleges and Universities in He’nan Province(Grant No.15A110031);Key Scientific and Technological Project of He’nan Province(Grant No.162102210069);Natural Science Foundation of He’nan Normal University(Grant No.2014QK04);Ph.D. Research Foundation of He’nan Normal University(Grant Nos.QD13041 and QD14155)
A trust-region sequential quadratic programming (SQP) method is developed and analyzed for the solution of smooth equality constrained optimization problems. The trust-region SQP algorithm is based on filter line se...
In this paper, we propose an algorithm for solving inequality constrained mini-max optimization problem. In this algorithm, an active set strategy is used together with mul- tiplier method to convert the inequality co...
Tensor canonical decomposition (shorted as CANDECOMP/PARAFAC or CP) decomposes a tensor as a sum of rank-one tensors, which finds numerous applications in signal processing, hypergraph analysis, data analysis, etc. ...