Superlinear Convergence and Implicit Filtering (Q4509756)

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scientific article; zbMATH DE number 1519750
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Superlinear Convergence and Implicit Filtering
scientific article; zbMATH DE number 1519750

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    Superlinear Convergence and Implicit Filtering (English)
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    19 October 2000
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    noisy optimization
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    implicit filtering
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    BFGS algorithm
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    superlinear convergence
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    quasi-Newton methods
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    numerical experiments
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