If we choose the conjugate vectors carefully, then we may not need all of them to obtain a good approximation to the solution . So, we want to regard the conjugate gradient method as an iterative method. This also allows us to approximately solve systems where n is so large that the direct method would take too much time. We denote the initial guess for x∗ by x0 (we can assume without loss of generality that x0 = 0, o… WebMar 6, 2024 · In numerical optimization, the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm is an iterative method for solving unconstrained nonlinear optimization …
Quasi-Newton methods - Cornell University
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Levenberg–Marquardt algorithm - Wikipedia
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