Lecture 13.2: towards the very-large-scale, quasi-Newton methods
Aggregazione dei criteri
Quasi-Newton methods: DFG and BFGS, derivation, properties. MATLAB code for BFGS; same as Newton's + black magic. Behavior on relevant test cases. Quasi-Newton methods in practice: almost as fast a Newton's method at lesser cost, possibly even less prone to fall into local minima.