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Understanding scipy.minimize part 1: The BFGS algorithm
A description of how quasi Newton algorithms in general, and in special the BFGS algorithm work. Animations are made with the manimce library. Sources: * Nocedal & Wright: Numerical Optimization Ch. 6 (which also presents a SR1 trust region method) * Dennis & More: Quasi-Newton Methods, Motivation, and Theory, SIAM Review, Vol. 19, No. 1, 1977 ...
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