BFGS algorithm

GPTKB entity

Statements (98)
Predicate Object
gptkbp:instanceOf gptkb:quasi-Newton_method
mathematical optimization
gptkbp:compatibleWith second derivatives
gptkbp:estimatedCost gptkb:Hessian_matrix
gptkbp:fasterThan steepest descent
gptkbp:firstPublished 1970
https://www.w3.org/2000/01/rdf-schema#label BFGS algorithm
gptkbp:implementedIn gptkb:Dakota
gptkb:SAS
gptkb:TensorFlow
gptkb:Wolfram_Mathematica
gptkb:Julia
gptkb:MATLAB
gptkb:SPSS
gptkb:KNITRO
gptkb:Maple
gptkb:GSL
gptkb:PyTorch
gptkb:Stata
gptkb:Optimus
gptkb:SciPy
gptkb:COBYLA
gptkb:Octave
gptkb:OptiX
gptkb:NLopt
gptkb:OpenMDAO
gptkb:pyOpt
gptkb:CVXPY
gptkb:Excel_Solver
gptkb:Ipopt
gptkb:NLsolve.jl
gptkb:OpenOpt
gptkb:OpenTURNS
gptkb:Opt4J
gptkb:Opti
gptkb:OptiCore
gptkb:OptiDesign
gptkb:OptiEngine
gptkb:OptiFlow
gptkb:OptiKit
gptkb:OptiLab
gptkb:OptiMath
gptkb:OptiMax
gptkb:OptiPro
gptkb:OptiSim
gptkb:OptiSoft
gptkb:OptiSolve
gptkb:OptiSuite
gptkb:OptiTools
gptkb:Opti_Toolbox
gptkb:Optim.jl
gptkb:Optunity
gptkb:cvxopt
gptkb:cvxpy
gptkb:nloptr
gptkb:optimx
gptkb:pyOptSparse
gptkb:Optuna
gptkb:JuMP
gptkb:OptiStruct
R
C++ libraries
fmincon
fminunc
minimize
Fortran libraries
fmin_bfgs
fminsearch
jax.scipy.optimize.minimize
minpack
nlm
nlminb
optim
optimise
optimise.minimize
pyomo
scipy.optimize.minimize
tensorflow_probability.optimizer.lbfgs_minimize
torch.optim.LBFGS
gptkbp:isGradientBased true
gptkbp:isIterative true
gptkbp:isSecondOrder false
gptkbp:namedAfter gptkb:Fletcher
gptkb:Broyden
gptkb:Goldfarb
gptkb:Shanno
gptkbp:relatedTo gptkb:L-BFGS_algorithm
DFP algorithm
gptkbp:requires gradient of objective function
gptkbp:updated inverse Hessian matrix
gptkbp:used_in gptkb:machine_learning
engineering
statistics
numerical optimization
gptkbp:usedFor unconstrained nonlinear optimization
gptkbp:bfsParent gptkb:L-BFGS-B
gptkb:scipy.optimize
gptkbp:bfsLayer 7