Probabilistic Interpretation of Linear Solvers

DOI10.1137/140955501zbMath1356.49042arXiv1402.2058OpenAlexW2964051671MaRDI QIDQ2954384

Philipp Hennig

Publication date: 13 January 2017

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

Full work available at URL: https://arxiv.org/abs/1402.2058

zbMATH Keywords

linear programmingconjugate gradient methodquasi-Newton methodsGaussian inference

Mathematics Subject Classification ID

Gaussian processes (60G15) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Linear programming (90C05)

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