Construct · 1 fields · 1 citations

BFGS method: a standalone construct

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Optimization

quasi-Newton optimization method that builds an approximation of the inverse Hessian from successive gradient differences through a rank-two update.

In optimization, BFGS method refers to quasi-Newton optimization method that builds an approximation of the inverse Hessian from successive gradient differences through a rank-two update. This meaning comes from Fletcher (1970) in The Computer Journal.[1]

Unit
Recovery means
Measured by

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Nearby constructs

gradient4 fields · 4 citationsjingle · one word, four constructs

References

Fletcher, R. (1970). A new approach to variable metric algorithms. The Computer Journal, 13(3), 317-322. https://doi.org/10.1093/comjnl/13.3.317

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