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 Yummy 2014-08-10 09:28:25
非常非常全面@@以及書寫的好棒
2 有用 Andrew 2020-07-01 14:15:52
KKT的证明写得还不错，typo有点多
0 有用 指东针 2020-12-18 13:06:52
老师布置的任务，现在还差两章读完。大四啊，看起来还是半懂不懂的，慢慢熬慢慢啃吧。冲冲冲
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 秦妙斋8823 2024-11-29 02:14:01 江苏
非常棒啊