It (BFGS) is also more numerically stable, and has very effective “self-correcting
properties” not shared by DFP, which may account for its superior performance in practice. (查看原文)
In a sense, the line search and trust-region approaches differ in the order in which they
choose the direction and distance of the move to the next iterate. Line search starts by fixing the direction pk and then identifying an appropriate distance, namely the step length αk . In trust region, we first choose a maximum distance—the trust-region radius k —and then seek a direction and step that attain the best improvement possible subject to this distance constraint. If this step proves to be unsatisfactory, we reduce the distance measure k and try again. (查看原文)
摇摆过客
Springer2000版
vgaas
0 有用 Einstin 2021-04-02 13:43:49
这边和另一本凸优化简直绝配
1 有用 苻荟茶 2022-10-31 22:34:40 上海
BFGS那段证明很精彩，终于看懂了
1 有用 ALENAVENGER 2021-02-22 16:10:19
挺好的教材
0 有用 xinwenfei 2016-12-19 21:04:57
国外经典著名数学教材，老师买了一本
1 有用 镜花水月 2022-10-06 18:08:41 北京
算法很全，读了不亏
1 有用 苻荟茶 2022-10-31 22:34:40 上海
BFGS那段证明很精彩，终于看懂了
1 有用 镜花水月 2022-10-06 18:08:41 北京
算法很全，读了不亏
0 有用 Einstin 2021-04-02 13:43:49
这边和另一本凸优化简直绝配
1 有用 ALENAVENGER 2021-02-22 16:10:19
挺好的教材
0 有用 ▽○▽ 2021-01-11 23:27:09
容易理解