A variational derivation of a class of BFGS-like methods. (2nd November 2018)
- Record Type:
- Journal Article
- Title:
- A variational derivation of a class of BFGS-like methods. (2nd November 2018)
- Main Title:
- A variational derivation of a class of BFGS-like methods
- Authors:
- Pavon, Michele
- Abstract:
- ABSTRACT: We provide a maximum entropy derivation of a new family of BFGS-like methods. Similar results are then derived for block BFGS methods. This also yields an independent proof of a result of Fletcher 1991 and its generalization to the block case.
- Is Part Of:
- Optimization. Volume 67:Number 11(2018)
- Journal:
- Optimization
- Issue:
- Volume 67:Number 11(2018)
- Issue Display:
- Volume 67, Issue 11 (2018)
- Year:
- 2018
- Volume:
- 67
- Issue:
- 11
- Issue Sort Value:
- 2018-0067-0011-0000
- Page Start:
- 2081
- Page End:
- 2089
- Publication Date:
- 2018-11-02
- Subjects:
- Quasi-Newton method -- BFGS method -- maximum entropy problem -- block BFGS
Mathematical optimization -- Periodicals
519.7 - Journal URLs:
- http://www.tandfonline.com/toc/gopt20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/02331934.2018.1522635 ↗
- Languages:
- English
- ISSNs:
- 0233-1934
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 6275.100000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 9058.xml