The incremental Gauss-Newton algorithm with adaptive stepsize rule

DOI10.1023/A:1025703629626zbMath1081.90050OpenAlexW1562505150MaRDI QIDQ1415481

Nobuo Yamashita, Hiroyuki Moriyama, Masao Fukushima

Publication date: 4 December 2003

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025703629626

zbMATH Keywords

neural networkextended Kalman filterincremental algorithmadaptive stepsize

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Convex programming (90C25) Numerical optimization and variational techniques (65K10)

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Convergence acceleration of ensemble Kalman inversion in nonlinear settings ⋮ Estimation of Lévy processes via stochastic programming and Kalman filtering ⋮ Incremental subgradient algorithms with dynamic step sizes for separable convex optimizations ⋮ A recursive algorithm for nonlinear least-squares problems ⋮ MASAGE: model-agnostic sequential and adaptive game estimation ⋮ Convergence Rate of Incremental Gradient and Incremental Newton Methods ⋮ A globally convergent incremental Newton method ⋮ On the Convergence Rate of Incremental Aggregated Gradient Algorithms

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