Statistical Quasi-Newton: A New Look at Least Change

DOI10.1137/040614700zbMATH Open1207.65086OpenAlexW2026245502MaRDI QIDQ3544261FDOQ3544261

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

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zbMATH Keywords

BFGSDFPWishart modelnegative broyden family

Mathematics Subject Classification ID

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

Cited In (13)

• Regularization of limited memory quasi-Newton methods for large-scale nonconvex minimization
• Parameter expansion and efficient inference
• Quasi-Newton methods for machine learning: forget the past, just sample
• Maximum entropy derivation of quasi-Newton methods
• Performance of various BFGS implementations with limited precision second-order information
• Approximate greatest descent method and quasi-Newton matrices in optimization
• The least prior deviation quasi-Newton update
• A variation of Broyden class methods using Householder adaptive transforms
• Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition
• On solving large-scale limited-memory quasi-Newton equations
• A Broyden Class of Quasi-Newton Methods for Riemannian Optimization
• Partial conditioning for inference of many-normal-means with Hölder constraints
• Cancellation Errors in Quasi-Newton Methods

Uses Software

• minpack

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