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From Newton method to quasi Newton method (Sr1, DFP, BFGS) [1]

2020-12-07 14:10:29 osc_ usgpahnw

One 、 Newton method

This blog (https://baimafujinji.blog.csdn.net/) The Newton method and its application in optimization problems have been introduced in the previous article ( See 【1】), Here's a brief review . The function of multiple variables f(\mathbf{x}) At point \mathbf{x}_{k} We're going to do Taylor's expansion ( Go to the second order and leave out the infinitesimal ):

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