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Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition.

Brian IrwinEldad Haber
Published in: Comput. Optim. Appl. (2023)
Keyphrases
  • quasi newton method
  • limited memory
  • quasi newton
  • objective function
  • sufficient conditions
  • convergence rate
  • step size