• 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
  • Thumbnail for Newton's method in optimization
    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
  • Thumbnail for Secant method
    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
  • Thumbnail for Newton's method
    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
  • 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
  • (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
  • Thumbnail for Gauss–Newton algorithm
    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
  • 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
  • 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
  • Thumbnail for Particle swarm optimization
    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
  • Thumbnail for Centroidal Voronoi tessellation
    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
  • Thumbnail for Differential evolution
    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
  • Thumbnail for Quasi-Monte Carlo method
    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
  • Thumbnail for Emilio Spedicato
    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
  • Thumbnail for Mathematical optimization
    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