A Bregman extension of quasi-Newton updates I: an information geometrical framework

DOI10.1080/10556788.2011.613073zbMath1288.90108arXiv1010.2847OpenAlexW2038135216MaRDI QIDQ4924106

Takafumi Kanamori, Atsumi Ohara

Publication date: 30 May 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2847

zbMATH Keywords

information geometryquasi-Newton methodBregman divergence

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (2)

A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties ⋮ Maximum Entropy Derivation of Quasi-Newton Methods

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