Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno)
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Updated
Jun 3, 2018 - MATLAB
Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno)
Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm
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