- Category:
- matlab
- Tags:
-
- File Size:
- 1kb
- Update:
- 2018-03-17
- Downloads:
- 0 Times
- Uploaded by:
- ranin
Description: The BFGS algorithm is an inverse rank 2 quasi-Newton method.Hk +, to satisfy the inverse form of the quasi-Newton equation Hk +} less one, k = s. When Hk is definite and (, ', less)} 0 Hkh, is also positive definite, therefore, the algorithm determined by the BFGS correction xk +} - xk - HkF Cxk) is a quasi-Newton method with positive definiteness and transitivity. It is also one of the most commonly used and most stable algorithms in unconstrained optimization. This algorithm was Broy-den (CG) in 1969, and Fletcher (R.), Goldforb (D.), and Shanno (DF) were obtained in 1970 respectively, hence the BFGS algorithm.
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| bfgs.m | 1083 | 2018-03-17
|
| BFGS.txt | 1081 | 2018-03-17 |
Download