Analysis of the BFGS Method with Errors

DOI10.1137/19M1240794zbMath1435.90149arXiv1901.09063OpenAlexW2999729425WikidataQ126384901 ScholiaQ126384901MaRDI QIDQ5210518

Byrd, Richard H., Nocedal, Jorge, Yuchen Xie

Publication date: 21 January 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.09063

zbMATH Keywords

stochastic optimizationnonlinear optimizationquasi-Newton method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Methods of quasi-Newton type (90C53)

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Uses Software

• IMFIL

Cites Work

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