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optimization - Reference for the initial guess of BFGS

问题描述:

I've use $$\frac{y^Ts}{y^ty}I$$ for the initial guess in the BFGS. Now I've been looking for the reference for this guess. Can someone tell me which reference does this comes from?

网友答案:

In section of L-BFGS, Numerical Optimization from Jorge Npcedal, you can find what you want. Best

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