Maximum Entropy Derivation of Quasi-Newton Methods

DOI10.1137/15M1027668zbMath1356.90163MaRDI QIDQ2834562

Steven H. Waldrip, Robert K. Niven

Publication date: 23 November 2016

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

zbMATH Keywords

optimizationprobabilityquasi-Newton methodsmaximum entropy method

Mathematics Subject Classification ID

Newton-type methods (49M15) Methods of quasi-Newton type (90C53)

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Maximum Entropy Analysis of Flow Networks with Structural Uncertainty (Graph Ensembles) ⋮ Bayesian and Maximum Entropy Analyses of Flow Networks with Non-Gaussian Priors and Soft Constraints

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