Davidon–Fletcher–Powell formula
The Davidon–Fletcher–Powell formula (or DFP; named after William C. Davidon, Roger Fletcher, and Michael J. D. Powell) finds the solution to the secant equation that is closest to the current estimate and satisfies the curvature condition. It was the first quasi-Newton method to generalize the secant method to a multidimensional problem. This update maintains the symmetry and positive definiteness of the Hessian matrix. Given a function , its gradient , and positive-definite Hessian matrix , the Taylor series is and the Taylor series of the gradient itself (secant equation) is used to update .
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Berndt–Hall–Hall–Hausman algorithmBroyden's methodBroyden–Fletcher–Goldfarb–Shanno algorithmCharles George BroydenCholesky decompositionDFPDFP updating formulaDavidon-Fletcher-PowellDavidon-Fletcher-Powell algorithmDavidon-Fletcher-Powell formulaDavidon–Fletcher–PowellDavidon–Fletcher–Powell algorithmDavidson-Fletcher-PowellGauss–Newton algorithmGradient descentList of numerical analysis topicsMaximum likelihood estimationMichael J. D. PowellNon-linear least squaresQuasi-Newton methodRoger Fletcher (mathematician)Symmetric rank-oneWilliam C. DavidonWolfe conditions
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Davidon–Fletcher–Powell formula
The Davidon–Fletcher–Powell formula (or DFP; named after William C. Davidon, Roger Fletcher, and Michael J. D. Powell) finds the solution to the secant equation that is closest to the current estimate and satisfies the curvature condition. It was the first quasi-Newton method to generalize the secant method to a multidimensional problem. This update maintains the symmetry and positive definiteness of the Hessian matrix. Given a function , its gradient , and positive-definite Hessian matrix , the Taylor series is and the Taylor series of the gradient itself (secant equation) is used to update .
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The Davidon–Fletcher–Powell fo ...... hanging the roles of y and s).
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The Davidon–Fletcher–Powell fo ...... equation) is used to update .
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Davidon–Fletcher–Powell formula
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