optimization

I toke some notes on quasi-Newton methods in this article, including an intuitive derivation of BFGS formula and a demonstration of Wolfe condition. The algorithm, convergence results and limit memory version were discussed as well.

之前在上家公司处理一个产品上的算法策略时，无意上发现问题在一定近似转化下，可用线性规划来做。于是某次周例行分享中给组里简