In numerical analysis, a quasi-Newton method is an iterative numerical method used either to find zeroes or to find local maxima and minima of functions...
18 KB (2,264 words) - 14:26, 3 January 2025
In calculus, Newton's method (also called Newton–Raphson) is an iterative method for finding the roots of a differentiable function f {\displaystyle f}...
12 KB (1,864 words) - 10:11, 20 June 2025
finite-difference approximation of Newton's method, so it is considered a quasi-Newton method. Historically, it is as an evolution of the method of false position, which...
10 KB (1,623 words) - 01:36, 26 May 2025
Broyden's method is a quasi-Newton method for finding roots in k variables. It was originally described by C. G. Broyden in 1965. Newton's method for solving...
14 KB (1,998 words) - 13:35, 23 May 2025
In numerical analysis, the Newton–Raphson method, also known simply as Newton's method, named after Isaac Newton and Joseph Raphson, is a root-finding...
70 KB (8,955 words) - 08:03, 25 May 2025
Line search (redirect from Line search method)
The descent direction can be computed by various methods, such as gradient descent or quasi-Newton method. The step size can be determined either exactly...
9 KB (1,339 words) - 01:59, 11 August 2024
Limited-memory BFGS (redirect from Orthant-wise limited-memory quasi-Newton)
(L-BFGS or LM-BFGS) is an optimization algorithm in the family of quasi-Newton methods that approximates the Broyden–Fletcher–Goldfarb–Shanno algorithm...
16 KB (2,399 words) - 13:03, 6 June 2025
minimizing a sum of squared function values. It is an extension of Newton's method for finding a minimum of a non-linear function. Since a sum of squares...
26 KB (4,177 words) - 23:00, 11 June 2025
Maximum likelihood estimation (redirect from Method of maximum likelihood)
standard in the estimation of many methods, such as generalized linear models. Although popular, quasi-Newton methods may converge to a stationary point...
68 KB (9,706 words) - 19:59, 16 June 2025
method like gradient descent, hill climbing, Newton's method, or quasi-Newton methods like BFGS, is an algorithm of an iterative method or a method of...
11 KB (1,556 words) - 01:03, 20 June 2025
Newton–Krylov methods are numerical methods for solving non-linear problems using Krylov subspace linear solvers. Generalising the Newton method to systems...
2 KB (219 words) - 04:58, 20 August 2024
The compact representation for quasi-Newton methods is a matrix decomposition, which is typically used in gradient based optimization algorithms or for...
24 KB (3,950 words) - 05:20, 11 March 2025
Broyden–Fletcher–Goldfarb–Shanno algorithm (redirect from BFGS method)
Levenberg–Marquardt algorithm Nelder–Mead method Pattern search (optimization) Quasi-Newton methods Symmetric rank-one Compact quasi-Newton representation Fletcher, Roger...
18 KB (2,987 words) - 11:19, 1 February 2025
the inverse Hessian matrix in the quasi-Newton method in classical optimization. In contrast to most classical methods, fewer assumptions on the underlying...
46 KB (7,558 words) - 16:28, 14 May 2025
the bottom. (Martens, 2010) proposed Hessian-free Optimization, a quasi-Newton method to directly train deep networks. The work generated considerable...
25 KB (2,919 words) - 23:16, 20 June 2025
inexact line search, especially in quasi-Newton methods, first published by Philip Wolfe in 1969. In these methods the idea is to find min x f ( x ) {\displaystyle...
7 KB (1,104 words) - 16:51, 18 January 2025
Davidon–Fletcher–Powell formula (category Optimization algorithms and methods)
satisfies the curvature condition. It was the first quasi-Newton method to generalize the secant method to a multidimensional problem. This update maintains...
5 KB (991 words) - 17:04, 18 October 2024
being the exact Hessian matrix (for Newton's method proper) or an estimate thereof (in the quasi-Newton methods, where the observed change in the gradient...
7 KB (1,211 words) - 12:32, 27 April 2025
Particle swarm optimization (category Optimization algorithms and methods)
differentiable as is required by classic optimization methods such as gradient descent and quasi-newton methods. However, metaheuristics such as PSO do not guarantee...
49 KB (5,222 words) - 08:44, 25 May 2025
gradient method. Jonathan Barzilai and Jonathan Borwein instead proposed new step sizes for the gradient by approximating the quasi-Newton method, creating...
8 KB (1,318 words) - 23:26, 19 June 2025
tessellations, including Lloyd's algorithm for K-means clustering or Quasi-Newton methods like BFGS. Gersho's conjecture, proven for one and two dimensions...
4 KB (411 words) - 21:12, 6 May 2025
Bayesian optimization (category Sequential methods)
maximized using a numerical optimization technique, such as Newton's method or quasi-Newton methods like the Broyden–Fletcher–Goldfarb–Shanno algorithm. The...
21 KB (2,323 words) - 14:01, 8 June 2025
differentiable, as is required by classic optimization methods such as gradient descent and quasi-newton methods. DE can therefore also be used on optimization...
13 KB (1,589 words) - 04:27, 9 February 2025
the quasi-Monte Carlo method is a method for numerical integration and solving some other problems using low-discrepancy sequences (also called quasi-random...
12 KB (1,741 words) - 11:16, 6 April 2025
Symmetric rank-one (category Quasi-Newton methods)
The Symmetric Rank 1 (SR1) method is a quasi-Newton method to update the second derivative (Hessian) based on the derivatives (gradients) calculated at...
6 KB (1,155 words) - 15:55, 25 April 2025
Emilio Spedicato (section Quasi-Newton methods)
mathematics. In mathematics he worked ten years in the field of Quasi-Newton methods, obtaining the first results on optimal conditioning and invariancy...
6 KB (745 words) - 13:45, 27 December 2024
performs a rank-1 update to a determinant. Woodbury matrix identity Quasi-Newton method Binomial inverse theorem Bunch–Nielsen–Sorensen formula Maxwell stress...
10 KB (1,804 words) - 23:07, 28 September 2024
Sequential linear-quadratic programming (category Optimization algorithms and methods)
quadratic programs. It may be considered related to, but distinct from, quasi-Newton methods. Consider a nonlinear programming problem of the form: min x f (...
3 KB (621 words) - 23:43, 5 June 2023
Mathematical optimization (category Mathematical and quantitative methods (economics))
this method reduces to the gradient method, which is regarded as obsolete (for almost all problems). Quasi-Newton methods: Iterative methods for medium-large...
53 KB (6,155 words) - 15:20, 19 June 2025
Anderson acceleration (category Quasi-Newton methods)
methods for the solution of non-linear equations. In particular: Eyert and Fang and Saad interpreted the algorithm within the class of quasi-Newton and...
18 KB (3,113 words) - 17:05, 28 September 2024