Description Usage Arguments References See Also
bfgs
is an update scheme to get a new Hessian inverse approximation in
a Quasi-Newton method.
1 | bfgs(x.list, xnew.list, H)
|
x.list |
A list with the current solution |
xnew.list |
A list with the new solution in the same iteration |
H |
Current Hessian inverse approximation |
Wikipedia, Quasi-newton method https://en.wikipedia.org/wiki/Quasi-Newton_method.
Ramirez, Jaime A.; Campelo, Felipe; Guimaraes, Frederico G.; Batista, Lucas S.; Takahashi, Ricardo H. C.; Notas de aula de Otimizacao, pages 26:28.
The documentation of the Quasi-newton method quasiNewton
in
this package.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.