Davidon–Fletcher–Powell formula
id:
davidon-fletcher-powell-formula-311-4962403
title:
Davidon–Fletcher–Powell formula
text:
The Davidon–Fletcher–Powell formula finds the solution to the secant equation that is closest to the current estimate and satisfies the curvature condition. It was the first quasi-Newton method to generalize the secant method to a multidimensional problem. This update maintains the symmetry and positive definiteness of the Hessian matrix. Given a function f , its gradient, and positive-definite Hessian matrix B , the Taylor series is and the Taylor series of the gradient itself is used to update
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Davidon%E2%80%93Fletcher%E2%80%93Powell_formula
date created:
date modified:
2024-04-05T14:32:44Z
main entity:
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13
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