- BFGS method
- Математика: метод БФГШ (Метод Бройдена-Флетчера-Голдфарба-Шэнно http://en.wikipedia.org/wiki/BFGS_method), метод БФГШ (Broyden-Fletcher-Goldfarb-Shanno)
Универсальный англо-русский словарь. Академик.ру. 2011.
BFGS method
Смотреть что такое "BFGS method" в других словарях:
BFGS method — In mathematics, the Broyden Fletcher Goldfarb Shanno (BFGS) method is a method to solve an unconstrained nonlinear optimization problem. The BFGS method is derived from the Newton s method in optimization, a class of hill climbing optimization… … Wikipedia
BFGS — En mathématiques, la méthode de Broyden Fletcher Goldfarb Shanno (BFGS) est une méthode permettant de résoudre un problème d optimisation non linéaire sans contraintes. La méthode BFGS est souvent implémentée comme un algorithme à directions de… … Wikipédia en Français
L-BFGS — and L BFGS B are software packages for solving nonlinear optimization problems. They are designed for large scale applications in which the Hessian matrix is not available or is expensive to compute. To accelerate convergence, the two codes… … Wikipedia
Nonlinear conjugate gradient method — In numerical optimization, the nonlinear conjugate gradient method generalizes the conjugate gradient method to nonlinear optimization. For a quadratic function : The minimum of f is obtained when the gradient is 0: . Whereas linear conjugate… … Wikipedia
Nelder–Mead method — Nelder–Mead simplex search over the Rosenbrock banana function (above) and Himmelblau s function (below) See simplex algorithm for Dantzig s algorithm for the problem of linear opti … Wikipedia
Quasi-Newton method — In optimization, quasi Newton methods (also known as variable metric methods) are well known algorithms for finding local maxima and minima of functions. Quasi Newton methods are based on Newton s method to find the stationary point of a function … Wikipedia
Nelder-Mead method — See simplex algorithm for the numerical solution of the linear programming problem. The Nelder Mead method or downhill simplex method or amoeba method is a commonly used nonlinear optimization algorithm. It is due to John Nelder R. Mead (1965)… … Wikipedia
L-BFGS — y L BFGS B son dos métodos de optimización quasi Newton de funciones con un gran número de parámetros o de una gran complejidad. Se trata de un método que hace un uso limitado de la memoria (usa mucha menos memoria que otros algoritmos para el… … Wikipedia Español
Newton's method — In numerical analysis, Newton s method (also known as the Newton–Raphson method), named after Isaac Newton and Joseph Raphson, is a method for finding successively better approximations to the roots (or zeroes) of a real valued function. The… … Wikipedia
Iterative method — In computational mathematics, an iterative method is a mathematical procedure that generates a sequence of improving approximate solutions for a class of problems. A specific implementation of an iterative method, including the termination… … Wikipedia
Newton's method in optimization — A comparison of gradient descent (green) and Newton s method (red) for minimizing a function (with small step sizes). Newton s method uses curvature information to take a more direct route. In mathematics, Newton s method is an iterative method… … Wikipedia
