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
科学出版社2006版
0 有用 naslie 2020-01-17 16:10:23
一本被老师飞速讲完的大部头🙄
0 有用 naslie 2020-01-17 16:10:23
一本被老师飞速讲完的大部头🙄