Broyden-Fletcher-Goldfarb-Shanno Algorithm

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A Broyden-Fletcher-Goldfarb-Shanno Algorithm is a memoriless quasi-Newton algorithm that ...



References

2015

  1. , page 24

2014

>>> def rosen_der(x):
…     xm = x[1:-1]
…     xm_m1 = x[:-2]
…     xm_p1 = x[2:]
…     der = np.zeros_like(x)
…     der[1:-1] = 200*(xm-xm_m1**2) - 400*(xm_p1 - xm**2)*xm - 2*(1-xm)
…     der[0] = -400*x[0]*(x[1]-x[0]**2) - 2*(1-x[0])
…     der[-1] = 200*(x[-1]-x[-2]**2)
…     return der