求解 g(x)=0 利用泰勒公式展开 用已知的点 x t − 1 x^{t-1} xt−1估计 x t x^t xt
1 一阶展开
求
解
g
(
x
)
=
0
求解g(x)=0
求解g(x)=0
g
(
x
)
≈
g
(
x
k
)
+
g
′
(
x
k
)
(
x
−
x
k
)
=
0
g(x)\approx g(x_k)+g\prime(x_k)(x-x_k)=0
g(x)≈g(xk)+g′(xk)(x−xk)=0
x
k
+
1
=
x
k
−
1
g
′
(
x
k
)
g
(
x
k
)
x_{k+1}=x_k-\cfrac1{g\prime(x_k)}g(x_k)
xk+1=xk−g′(xk)1g(xk)
2 二阶展开
求
解
g
(
x
)
=
0
求解g(x)=0
求解g(x)=0
g
(
x
)
≈
g
(
x
k
)
+
g
′
(
x
k
)
(
x
−
x
k
)
+
1
2
g
′
′
(
x
k
)
(
x
−
x
k
)
2
g(x)\approx g(x_k)+g\prime(x_k)(x-x_k)+\cfrac12g\prime\prime(x_k)(x-x_k)^2
g(x)≈g(xk)+g′(xk)(x−xk)+21g′′(xk)(x−xk)2
抛物线 一定有最值(一般用min)求导 令导数=0
g
′
(
x
k
)
+
g
′
′
(
x
k
)
(
x
−
x
k
)
=
0
g\prime(x_k)+g\prime\prime(x_k)(x-x_k)=0
g′(xk)+g′′(xk)(x−xk)=0
x
k
+
1
=
x
k
−
g
′
(
x
k
)
g
′
′
(
x
k
)
x_{k+1}=x_k-\cfrac{g\prime(x_k)}{g\prime\prime(x_k)}
xk+1=xk−g′′(xk)g′(xk)