优化问题的拟牛顿算法

拟牛顿算法是无约束优化问题的有效而名的算法，是牛顿法的近似，牛顿算法要求目标函数二次连续可微，Hesse阵非奇异且正定，计算量较大，拟牛顿算法只要求目标函数一次连续可微，以拟牛顿方程为基础来构造算法，易于实现，计算量较小，并形成了完整的算法体系，在理论与应用上都有重要意义，

Quasi- Newton Methods for the Optimization Problem

The Quasi-Newton method is a famous and effective method.It is a kind of approximative Newton method.In the computation process,twicely continuous differentiability and positive Hesse matrix of the objective function are required.But the Quasi-Newton method only needs continuous differentiability of objective function and can be computed easily.The Quasi-Newton method had formed a algorithm system and has very important sense on the theory and Application.