Skip to content

Commit

Permalink
lbfgs
Browse files Browse the repository at this point in the history
  • Loading branch information
endymecy committed Jan 24, 2017
1 parent 923e149 commit 4dd287f
Show file tree
Hide file tree
Showing 4 changed files with 10 additions and 1 deletion.
Binary file added 最优化算法/L-BFGS/imgs/2.31.png
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Binary file added 最优化算法/L-BFGS/imgs/2.32.png
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Binary file added 最优化算法/L-BFGS/imgs/2.33.png
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
11 changes: 10 additions & 1 deletion 最优化算法/L-BFGS/lbfgs.md
Original file line number Diff line number Diff line change
Expand Up @@ -202,8 +202,17 @@ $$J(x) = l(x) + C ||x||_{2}$$

<div align="center"><img src="imgs/2.29.png" width = "350" height = "50" alt="2.29" align="center" /></div><br>

<div align="center"><img src="imgs/2.30.png" width = "180" height = "34" alt="2.30" align="center" /></div><br>
<div align="center"><img src="imgs/2.30.jpg" width = "180" height = "34" alt="2.30" align="center" /></div><br>

&emsp;&emsp;我们要如何理解这个伪梯度呢?对于不是处处可导的凸函数,可以分为下图所示的三种情况。

<div align="center"><img src="imgs/2.31.png" width = "350" height = "310" alt="2.31" align="center" /></div><br>

<div align="center"><img src="imgs/2.32.png" width = "350" height = "300" alt="2.32" align="center" /></div><br>

<div align="center"><img src="imgs/2.33.png" width = "330" height = "290" alt="2.33" align="center" /></div><br>

&emsp;&emsp;结合上面的三幅图,我们可以知道,伪梯度函数保证了在$x_0$处取得的方向导数是最小的。

# 3 源码解析

Expand Down

0 comments on commit 4dd287f

Please sign in to comment.