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20192023
most citedSecant Penalized BFGS: A Noise Robust Quasi-Newton Method Via Penalizing The Secant Condition

9 citations · 15 across the 4 of their papers we have counts for

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math.OC2023

EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms

Brian Irwin, Sebastian Reich

In this paper, we introduce the Ensemble Kalman-Stein Gradient Descent (EnKSGD) class of algorithms. The EnKSGD class of algorithms builds on the ensemble Kalman filter (EnKF) line…