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 某少 2019-08-26 00:41:23
时间与水平有限，只阅读了几章，但是已经深深感受到了作者深厚的数学功力与数值优化的魅力。
0 有用 秦妙斋8823 2024-11-29 02:14:01 江苏
非常棒啊
0 有用 Yummy 2014-08-10 09:28:25
非常非常全面@@以及書寫的好棒
1 有用 ALENAVENGER 2021-02-22 16:10:19
挺好的教材
0 有用 Einstin 2021-04-02 13:43:49
这边和另一本凸优化简直绝配