Broyden–Fletcher–Goldfarb–Shanno algorithm (Q2877013)

From Wikidata

Jump to navigation Jump to search

optimization method

• BFGS algorithm

edit

Language	Label	Description	Also known as
English	Broyden–Fletcher–Goldfarb–Shanno algorithm	optimization method	BFGS algorithm

Statements

instance of

algorithm

0 references

subclass of

Quasi-Newton method

0 references

part of

nonlinear programming

0 references

named after

Charles George Broyden

0 references

Roger Fletcher

0 references

Donald Goldfarb

0 references

David Shanno

0 references

discoverer or inventor

Charles George Broyden

point in time

1970

1 reference

DOI

10.1093/IMAMAT/6.1.76

Roger Fletcher

point in time

1970

1 reference

DOI

10.1093/COMJNL/13.3.317

Donald Goldfarb

point in time

1970

1 reference

stated in

A family of variable-metric methods derived by variational means

David Shanno

point in time

1970

1 reference

DOI

10.1090/S0025-5718-1970-0274029-X

defining formula

${\displaystyle {\begin{aligned}{\bf {p_{k}}}&=-B_{k}^{-1}\nabla {\bf {f_{k}}}\\\alpha _{k}&=\arg \min f({\bf {x_{k}+\alpha {\bf {p_{k})}}}}\\{\bf {s_{k}}}&=\alpha _{k}{\bf {p_{k}}}\\{\bf {x_{k+1}}}&={\bf {x_{k}+{\bf {s_{k}}}}}\\{\bf {y_{k+1}}}&=\nabla {\bf {f_{k+1}-\nabla {\bf {f_{k}}}}}\\B_{k+1}&=B_{k}+{\frac {\bf {y_{k}{\bf {y_{k}^{\top }}}}}{\bf {y_{k}^{\top }{\bf {s_{k}}}}}}-{\frac {B_{k}{\bf {s}}_{k}{\bf {s}}_{k}^{\top }B_{k}^{\top }}{{\bf {s}}_{k}^{\top }B_{k}{\bf {s}}_{k}}}\end{aligned}}}$

1 reference

stated in

Numerical Optimization

computes solution to

optimization problem

0 references

maintained by WikiProject

WikiProject Mathematics

0 references

Identifiers

BabelNet ID

17280119n

1 reference

stated in

BabelNet

Freebase ID

/m/066pcg

1 reference

stated in

Freebase Data Dumps

publication date

28 October 2013

Microsoft Academic ID

132721684

0 references

OpenAlex ID

C132721684

1 reference

stated in

OpenAlex

retrieved

26 January 2022

reference URL

https://docs.openalex.org/download-snapshot/snapshot-data-format

 

Sitelinks

Wikipedia(8 entries)

edit

• dewiki BFGS-Verfahren
• enwiki Broyden–Fletcher–Goldfarb–Shanno algorithm
• fawiki روش بی‌اف‌جی‌اس
• frwiki Méthode de Broyden-Fletcher-Goldfarb-Shanno
• jawiki BFGS法
• ruwiki Алгоритм Бройдена — Флетчера — Гольдфарба — Шанно
• ukwiki Алгоритм Бройдена — Флетчера — Гольдфарба — Шанно
• zhwiki BFGS算法

Wikibooks(0 entries)

edit

Wikinews(0 entries)

edit

Wikiquote(0 entries)

edit

Wikisource(0 entries)

edit

Wikiversity(0 entries)

edit

Wikivoyage(0 entries)

edit

Wiktionary(0 entries)

edit

Multilingual sites(0 entries)

edit

Retrieved from "https://www.wikidata.org/w/index.php?title=Q2877013&oldid=1960945023"