arXiv Open Access 2017

A variational derivation of a class of BFGS-like methods

Michele Pavon

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Abstrak

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.

Topik & Kata Kunci

math.NA

Penulis (1)

Michele Pavon

Format Sitasi

APA MLA BibTeX

Pavon, M. (2017). A variational derivation of a class of BFGS-like methods. https://arxiv.org/abs/1712.00680

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Informasi Jurnal

Tahun Terbit: 2017
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓