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DFP

于 2010-12-26 发布 文件大小:2KB
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  DFP法,变尺度法,优化算法的一种,具有二次收敛性,若目标函数为二次正定函数,经有限步可达到极小点(DFP method, variable metric method, an algorithm with quadratic convergence, if the objective function is quadratic positive definite function can be achieved by the finite step minima)

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