Quasi-Newton method

The graph of a strictly concave quadratic function is shown in blue, with its unique maximum shown as a red dot. Below the graph appears the contours of the function: The level sets are nested ellipses.

Quasi-Newton methods are methods used to either find zeroes or local maxima and minima of functions, as an alternative to Newton's method. They can be used if the Jacobian or Hessian is unavailable or is too expensive to compute at every iteration. The "full" Newton's method requires the Jacobian in order to search for zeros, or the Hessian for finding extrema.

单词	Variable metric method
释义	Variable metric method 英语百科 Quasi-Newton method Quasi-Newton methods are methods used to either find zeroes or local maxima and minima of functions, as an alternative to Newton's method. They can be used if the Jacobian or Hessian is unavailable or is too expensive to compute at every iteration. The "full" Newton's method requires the Jacobian in order to search for zeros, or the Hessian for finding extrema.
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Variable metric method

Quasi-Newton method