A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties

DOI10.1016/j.cam.2013.04.005zbMath1291.90259arXiv1010.2846OpenAlexW2078721997MaRDI QIDQ2453184

Takafumi Kanamori, Atsumi Ohara

Publication date: 6 June 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2846

zbMATH Keywords

robustnesssensitivity analysisinfluence functionquasi-Newton methods

Mathematics Subject Classification ID

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

Related Items (1)

Maximum Entropy Derivation of Quasi-Newton Methods

Uses Software

• CUTEr
• SifDec

Cites Work

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• A New Variational Result for Quasi-Newton Formulae
• Self-Scaling Variable Metric (SSVM) Algorithms
• Numerical Optimization
• An Optimal Positive Definite Update for Sparse Hessian Matrices
• Information Geometry of U-Boost and Bregman Divergence
• A Bregman extension of quasi-Newton updates I: an information geometrical framework
• Geometry on Positive Definite Matrices Induced from V-Potential Function
• CUTEr and SifDec
• Quasi-Newton Methods and their Application to Function Minimisation
• Quasi-Newton Methods for Unconstrained Optimization

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