In numerical optimization, the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm is an iterative method for solving unconstrained nonlinear optimization...
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alternatives have been proposed. The popular Berndt–Hall–Hall–Hausman algorithm approximates the Hessian with the outer product of the expected gradient...
72 KB (10,171 words) - 08:40, 3 August 2025
Limited-memory BFGS (category Optimization algorithms and methods)
an optimization algorithm in the collection of quasi-Newton methods that approximates the Broyden–Fletcher–Goldfarb–Shanno algorithm (BFGS) using a limited...
16 KB (2,399 words) - 19:32, 25 July 2025
formula is quite effective, but it was soon superseded by the Broyden–Fletcher–Goldfarb–Shanno formula, which is its dual (interchanging the roles of y and...
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Gradient descent (category Optimization algorithms and methods)
Preconditioning Broyden–Fletcher–Goldfarb–Shanno algorithm Davidon–Fletcher–Powell formula Nelder–Mead method Gauss–Newton algorithm Hill climbing Quantum...
39 KB (5,600 words) - 19:08, 15 July 2025
such as Newton's method or quasi-Newton methods like the Broyden–Fletcher–Goldfarb–Shanno algorithm. The approach has been applied to solve a wide range of...
21 KB (2,323 words) - 14:01, 8 June 2025
guaranteed.[citation needed] Davidon–Fletcher–Powell (DFP) algorithm Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm Henningsen, A.; Toomet, O. (2011)...
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Stan (software) (section Algorithms)
Optimization algorithms: Limited-memory BFGS (L-BFGS) (Stan's default optimization algorithm) Broyden–Fletcher–Goldfarb–Shanno algorithm (BFGS) Laplace's...
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Newton's method in optimization Davidon–Fletcher–Powell formula Broyden–Fletcher–Goldfarb–Shanno (BFGS) method Broyden, C. G. (1965). "A Class of Methods for...
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specialization in logic Broyden–Fletcher–Goldfarb–Shanno algorithm, a method for solving nonlinear optimization problems Goldfarb Seligman & Co., the largest...
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developers of the Broyden–Fletcher–Goldfarb–Shanno algorithm. In 1992, he and J. J. Forrest developed the steepest edge simplex method. Goldfarb is National...
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Nelder–Mead method (redirect from Nelder-Mead algorithm)
Nonlinear conjugate gradient method Levenberg–Marquardt algorithm Broyden–Fletcher–Goldfarb–Shanno or BFGS method Differential evolution Pattern search (optimization)...
17 KB (2,380 words) - 12:42, 30 July 2025
Quasi-Newton method (redirect from Quasi-Newton algorithm)
(suggested independently by Broyden, Fletcher, Goldfarb, and Shanno, in 1970), and its low-memory extension L-BFGS. The Broyden's class is a linear combination...
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Nonlinear conjugate gradient method (redirect from Fletcher-Reeves)
descent Broyden–Fletcher–Goldfarb–Shanno algorithm Conjugate gradient method L-BFGS (limited memory BFGS) Nelder–Mead method Wolfe conditions Fletcher, R.;...
7 KB (1,211 words) - 12:32, 27 April 2025
quasi-Newton method, such as that due to Davidon, Fletcher and Powell or Broyden–Fletcher–Goldfarb–Shanno (BFGS method) an estimate of the full Hessian ∂...
26 KB (4,177 words) - 23:00, 11 June 2025
In mathematics and computing, the Levenberg–Marquardt algorithm (LMA or just LM), also known as the damped least-squares (DLS) method, is used to solve...
22 KB (3,211 words) - 07:50, 26 April 2024
Column generation (category Optimization algorithms and methods)
Column generation or delayed column generation is an efficient algorithm for solving large linear programs. The overarching idea is that many linear programs...
8 KB (1,360 words) - 06:43, 28 August 2024
computer science and operations research, approximation algorithms are efficient algorithms that find approximate solutions to optimization problems...
23 KB (3,126 words) - 12:31, 25 April 2025
Golden-section search (redirect from Golden ratio algorithm)
but very robust. The technique derives its name from the fact that the algorithm maintains the function values for four points whose three interval widths...
17 KB (2,600 words) - 07:18, 13 December 2024
In computer science, the Edmonds–Karp algorithm is an implementation of the Ford–Fulkerson method for computing the maximum flow in a flow network in...
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Hill climbing (redirect from Hill-climbing algorithm)
technique which belongs to the family of local search. It is an iterative algorithm that starts with an arbitrary solution to a problem, then attempts to...
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List of numerical analysis topics (redirect from List of eigenvalue algorithms)
Davidon–Fletcher–Powell formula — update of the Jacobian in which the matrix remains positive definite Broyden–Fletcher–Goldfarb–Shanno algorithm — rank-two...
70 KB (8,327 words) - 09:12, 7 June 2025
Dantzig's simplex algorithm (or simplex method) is a popular algorithm for linear programming.[failed verification] The name of the algorithm is derived from...
42 KB (6,261 words) - 00:52, 18 July 2025
The Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient...
8 KB (1,200 words) - 19:37, 11 July 2024
A greedy algorithm is any algorithm that follows the problem-solving heuristic of making the locally optimal choice at each stage. In many problems, a...
18 KB (1,964 words) - 16:36, 25 July 2025
computer science and operations research, the ant colony optimization algorithm (ACO) is a probabilistic technique for solving computational problems...
77 KB (9,484 words) - 10:31, 27 May 2025
Dinic's algorithm or Dinitz's algorithm is a strongly polynomial algorithm for computing the maximum flow in a flow network, conceived in 1970 by Israeli...
12 KB (1,693 words) - 17:06, 20 November 2024
Interior-point method (category Optimization algorithms and methods)
IPMs) are algorithms for solving linear and non-linear convex optimization problems. IPMs combine two advantages of previously-known algorithms: Theoretically...
30 KB (4,691 words) - 00:20, 20 June 2025
Newton's method (redirect from Newton-Raphson Algorithm)
method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes)...
71 KB (9,136 words) - 10:06, 10 July 2025
Integer programming (redirect from Lenstra's algorithm)
Branch and bound algorithms have a number of advantages over algorithms that only use cutting planes. One advantage is that the algorithms can be terminated...
30 KB (4,226 words) - 01:54, 24 June 2025