BFGS

GPTKB entity

Statements (32)
Predicate Object
gptkbp:instanceOf mathematical optimization
gptkbp:application gptkb:machine_learning
data fitting
engineering design
gptkbp:category gptkb:quasi-Newton_method
gptkbp:feature gptkb:logic
does not require explicit Hessian
line search required
memory intensive for large problems
superlinear convergence
gptkbp:fullName gptkb:Broyden–Fletcher–Goldfarb–Shanno_algorithm
https://www.w3.org/2000/01/rdf-schema#label BFGS
gptkbp:implementedIn gptkb:Fortran
gptkb:Julia
gptkb:C++
gptkb:MATLAB
gptkb:SciPy
R
gptkbp:input objective function
gradient of objective function
gptkbp:introducedIn 1970
gptkbp:namedAfter gptkb:Charles_Broyden
gptkb:David_Shanno
gptkb:Donald_Goldfarb
gptkb:Roger_Fletcher
gptkbp:output local minimum
gptkbp:relatedTo gptkb:L-BFGS
DFP algorithm
gptkbp:updated approximate Hessian matrix
gptkbp:usedFor unconstrained nonlinear optimization
gptkbp:bfsParent gptkb:SciPy_optimize.minimize
gptkbp:bfsLayer 6