Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1311-8589-2 |
Объём: | 88 страниц |
Масса: | 153 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! In the unconstrained minimization problem, the Wolfe conditions are a set of inequalities for performing inexact line search, especially in quasi-Newton methods. In these methods the idea is to find min_x f(mathbf{x}) for some smooth f:mathbb R^ntomathbb R. Each step often involves approximately solving the subproblem min_{alpha} f(mathbf{x}_k + alpha mathbf{p}_k) where mathbf{x}_k is the current best guess, mathbf{p}_k in mathbb R^n is a search direction, and alpha in mathbb R is the step length. Then inexact line searches provide an efficient way of computing an acceptable step length ? that reduces the objective function 'sufficiently', rather than minimizing the objective function over alphainmathbb R^+ exactly. A line search algorithm can use Wolfe conditions as a requirement for any guessed ?, before finding a new search direction mathbf{p}_k.
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