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Quasi-Newton Methods Explained by bidbifb is a document available to read on EtoBox.
This document discusses quasi-Newton methods for optimization which approximate the inverse Hessian matrix to avoid directly computing it. It presents a modified Newton method that replaces the true inverse Hessian with a positive definite approximation, and proves its convergence properties are similar to gradient descent methods. It also describes a classical modified Newton
- Author
- bidbifb
- Language
- EN