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Quasi-Newton method

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 via an iterative recurrence formula much like the one for Newton's method, except using approximations of the derivatives of the functions in place of exact derivatives. Newton's method requires the…

Search for extrema: optimization, Notable implementations & Search for zeros: root finding

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Search for zeros: root finding

Search for extrema: optimization

Notable implementations

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Quasi-Newton method

Nodes61
Edges60
Triples80
Avg. degree1.97
Density0.032787
Components1

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Quasi-Newton method

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related to Further reading · 38
Quasi-Newton method → Bonnans, Cambridge University Press, Ch, Flannery, Fletcher, Gilbert, Introduction, ISBN, John Wiley, Jorge, Lemaréchal, MacMillan, Multidimensions, New York, Nocedal, Non-Linear Optimization, Numerical Aspects, Numerical Optimization, Numerical Recipes, Practical
has method · 14
Quasi-Newton method → An, BFGS, Broyden-Fletcher-Goldfarb-Shanno, Davidon-Fletcher-Powell, DFP, Here, Huang, Newton, Quasi-Newton, Regular Quasi-Newton Methods, Self-Scaling-Variable-Metric, SSVM, Suggestions, The
related to Search for extrema: optimization · 9
Quasi-Newton method → Hessian, In, Jacobian, Most, Newton, Newton's, Quasi-Newton, The, Therefore
related to Search for zeros: root finding · 6
Quasi-Newton method → For, Jacobian, Newton, Newton's, Strictly, The
related to Relationship to matrix inversion · 4
Quasi-Newton method → Hessian, Newton, This, When
related to Notable implementations · 3
Quasi-Newton method → Implementations, Newton, Notable
is a · 1
Quasi-Newton method → iterative numerical method used either to find zeroes or to find local maxima and minima of functions via an iterative recurrence formula much like the one for Newton's method

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quasi-newton methods method displaystyle optimization hessian newton's bfgs matrix used find function gradient jacobian zeroes extrema also derivatives formula one

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SubjectPredicateObjectConfidenceSrc
Quasi-Newton methodis aiterative numerical method used either to find zeroes or to find local maxima and minima of functions via an iterative recurrence formula much like the one for Newton's method0.90text
interior point methodsinstance ofand its derivatives0.80text
require the Hessian to be invertedinstance ofand its derivatives0.80text
which is typically implemented by solving a system of linear equationsinstance ofand its derivatives0.80text
is often quite costlyinstance ofand its derivatives0.80text
the Davidon-Fletcher-Powellinstance ofwhich includes well-known methods0.80text
Quasi-Newton methodhas methodAn0.60section
Quasi-Newton methodhas methodNewton0.60section
Quasi-Newton methodhas methodRegular Quasi-Newton Methods0.60section
Quasi-Newton methodhas methodHere0.60section
Quasi-Newton methodhas methodHuang0.60section
Quasi-Newton methodhas methodDavidon-Fletcher-Powell0.60section

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