A variational derivation of a class of BFGS-like methods

DOI10.1080/02331934.2018.1522635zbMATH Open1462.90129arXiv1712.00680OpenAlexW2963926091MaRDI QIDQ4646544FDOQ4646544

Authors: Michele Pavon 

Publication date: 14 January 2019

Published in: Optimization (Search for Journal in Brave)

Abstract: We provide a maximum entropy derivation of a new family of BFGS-like methods. Similar results are then derived for block BFGS methods. This also yields an independent proof of a result of Fletcher 1991 and its generalisation to the block case.

Full work available at URL: https://arxiv.org/abs/1712.00680

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zbMATH Keywords

BFGS methodquasi-Newton methodmaximum entropy problemblock BFGS

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Cites Work

• Title not available (Why is that?)
• A Family of Variable-Metric Methods Derived by Variational Means
• Nonsmooth optimization via quasi-Newton methods
• A New Variational Result for Quasi-Newton Formulae
• Matrix Completion à la Dempster by the Principle of Parsimony
• Title not available (Why is that?)

Cited In (1)

• Maximum entropy derivation of quasi-Newton methods

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