A variational derivation of a class of BFGS-like methods. (arXiv:1712.00680v2 [math.NA] UPDATED)

We provide a maximum entropy derivation of a new family of BFGS-like methods. Similar results are then derived for block BFGS methods. This also yields an independent proof of a result of Fletcher 1991 and its generalisation to the block case. 查看全文>>