Wolfe Conditions

Wolfe Conditions

Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken

     

бумажная книга



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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