Expand description

Quasi-Newton methods

Reference

Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Structs

BFGS method
Davidon-Fletcher-Powell (DFP) method
Limited-memory BFGS (L-BFGS) method
Symmetric rank-one (SR1) method
SR1 Trust region method