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variable metric method

См. также в других словарях:

  • Quasi-Newton method — In optimization, quasi Newton methods (also known as variable metric methods) are well known algorithms for finding local maxima and minima of functions. Quasi Newton methods are based on Newton s method to find the stationary point of a function …   Wikipedia

  • Variable Specific Impulse Magnetoplasma Rocket — Artist s impression of several VASIMR engines propelling a craft through space The Variable Specific Impulse Magnetoplasma Rocket (VASIMR) is an electro magnetic thruster for spacecraft propulsion. It uses radio waves to ionize and heat a… …   Wikipedia

  • BFGS method — In mathematics, the Broyden Fletcher Goldfarb Shanno (BFGS) method is a method to solve an unconstrained nonlinear optimization problem. The BFGS method is derived from the Newton s method in optimization, a class of hill climbing optimization… …   Wikipedia

  • Stein's method — is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it 1972,[1] to obtain a bound between… …   Wikipedia

  • Conjugate gradient method — A comparison of the convergence of gradient descent with optimal step size (in green) and conjugate vector (in red) for minimizing a quadratic function associated with a given linear system. Conjugate gradient, assuming exact arithmetic,… …   Wikipedia

  • Information bottleneck method — The information bottleneck method is a technique introduced by Tishby et al [1] for finding the best tradeoff between accuracy and complexity (compression) when summarizing (e.g. clustering) a random variable X, given a joint probability… …   Wikipedia

  • CMA-ES — stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative free methods for numerical optimization of non linear or non convex continuous optimization problems. They belong to the class of… …   Wikipedia

  • Metaheuristic — In computer science, metaheuristic designates a computational method that optimizes a problem by iteratively trying to improve a candidate solution with regard to a given measure of quality. Metaheuristics make few or no assumptions about the… …   Wikipedia

  • Davidon–Fletcher–Powell formula — The Davidon–Fletcher–Powell formula (or DFP; named after William C. Davidon, Roger Fletcher, and Michael J. D. Powell) finds the solution to the secant equation that is closest to the current estimate and satisfies the curvature condition (see… …   Wikipedia

  • Davidon-Fletcher-Powell formula — The Davidon Fletcher Powell formula (DFP) finds the solution to the secant equation that is closest to the current estimate and satisfies the curvature condition (see below). It was the first quasi Newton method which generalize the secant method …   Wikipedia

  • Функция Розенброка — График функции Розенброка для двух переменных. Функция Розенброка (англ. Rosenbrock function, Rosenbrock s valley, Rosenbrock s banana fu …   Википедия

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