BFGS

BFGS step 1. 根據泰勒公式，省略掉高階項： f(x)≈f(xk+1)+∇f(xk+1)⋅(x−xk+1)+12⋅(x−xk+1)T⋅∇2f(xk+1)⋅(x−xk+1) f ( x ) ≈ f ( x k + 1 ) + ∇ f ( x k + 1 ) ⋅ ( x − x k + 1 ) + 1 2 ⋅ ( x − x k + 1 ) T ⋅ ∇ 2 f ( x k + 1 ) ⋅ (

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