Guy Narkiss – Optimization Online

Sequential Subspace Optimization Method for Large-Scale Unconstrained Problems

Published: 2005/10/26, Updated: 2005/10/30

Nonlinear Optimization, Unconstrained Optimization basis pursuit, computerized tomography, conjugate gradient method, large-scale optimization, subspace optimization

We present the Sequential Subspace Optimization (SESOP) method for large scale smooth unconstrained problems. At each iteration we search for a minimum of the objective function over a subspace spanned by the current gradient and by directions of few previous steps. We also include into this subspace the direction from the starting point to the … Read more

Support Vector Machine via Sequential Subspace Optimization

Published: 2005/09/25

Guy Narkiss

Michael Zibulevsky

Data-Mining, Unconstrained Optimization conjugate gradient method, large-scale optimization, No description support-vector-machines, pattern recognition, subspace optimization

We present an optimization engine for large scale pattern recognition using Support Vector Machine (SVM). Our treatment is based on conversion of soft-margin SVM constrained optimization problem to an unconstrained form, and solving it using newly developed Sequential Subspace Optimization (SESOP) method. SESOP is a general tool for large-scale smooth unconstrained optimization. At each iteration … Read more