Statistical Quasi-Newton: A New Look at Least Change

DOI10.1137/040614700zbMath1207.65086OpenAlexW2026245502MaRDI QIDQ3544261

Scott Vander Wiel, Chuanhai Liu

Publication date: 5 December 2008

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

Full work available at URL: https://doi.org/10.1137/040614700

zbMATH Keywords

BFGSDFPWishart modelnegative broyden family

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)

Related Items (7)

A Broyden Class of Quasi-Newton Methods for Riemannian Optimization ⋮ Regularization of limited memory quasi-Newton methods for large-scale nonconvex minimization ⋮ Partial conditioning for inference of many-normal-means with Hölder constraints ⋮ Parameter expansion and efficient inference ⋮ On solving large-scale limited-memory quasi-Newton equations ⋮ A variation of Broyden class methods using Householder adaptive transforms ⋮ Maximum Entropy Derivation of Quasi-Newton Methods

Uses Software

• minpack

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