Quasi-Newton methods in optimization

Consider the unconstrained minimization problem where is twice differentiable and . Newton’s method is a second-order descent method for finding the minimum. Starting at some initial point, at the th iteration we update the candidate solution with the formula where and are the gradient and Hessian of respectively, and is a step size chosen appropriately […]

Quasi-Newton methods in optimization

FUNDAMENTOS GENERALES DE LA PROGRAMACIÓN EN R STUDIO: UN ENFOQUE ESTADÍSTICO-MATEMÁTICO

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