Statistical Quasi-Newton: A New Look at Least Change

DOI10.1137/040614700MaRDI QIDQ3544261zbMATH OpenOpenAlexFDO

Authors Chuanhai Liu, Scott Vander Wiel

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

BFGSDFPnegative broyden familyWishart model

Mathematics Subject Classification ID

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

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Cited in

(16)

• The least prior deviation quasi-Newton update
• A variation of Broyden class methods using Householder adaptive transforms
• A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties
• Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition
• Maximum entropy derivation of quasi-Newton methods
• A Broyden class of quasi-Newton methods for Riemannian optimization
• Cancellation Errors in Quasi-Newton Methods
• Eigenvalues and switching algorithms for Quasi-Newton updates
• Performance of various BFGS implementations with limited precision second-order information
• On solving large-scale limited-memory quasi-Newton equations
• Quasi-Newton methods for machine learning: forget the past, just sample
• Approximate greatest descent method and quasi-Newton matrices in optimization
• Quasi-Newton method: a new direction
• 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

Describes a project that uses

Uses Software

• minpack

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