A variational derivation of a class of BFGS-like methods

DOI10.1080/02331934.2018.1522635zbMath1462.90129arXiv1712.00680OpenAlexW2963926091MaRDI QIDQ4646544

Michele Pavon

Publication date: 14 January 2019

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.00680

zbMATH Keywords

BFGS methodquasi-Newton methodmaximum entropy problemblock BFGS

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Cites Work

• Nonsmooth optimization via quasi-Newton methods
• A New Variational Result for Quasi-Newton Formulae
• Matrix Completion à la Dempster by the Principle of Parsimony
• A Family of Variable-Metric Methods Derived by Variational Means
• Unnamed Item
• Unnamed Item

This page was built for publication: A variational derivation of a class of BFGS-like methods