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A LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE SCALE PROBLEM 被引量:3

A LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE SCALE PROBLEM
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摘要 We study how to use the SR1 update to realize minimization methods for problems where the storage is critical. We give an update formula which generates matrices using information from the last m iterations. The numerical tests show that the method is efficent. We study how to use the SR1 update to realize minimization methods for problems where the storage is critical. We give an update formula which generates matrices using information from the last m iterations. The numerical tests show that the method is efficent.
作者 邓卫兵
关键词 LARGE SCALE PROBLEM LIMITED MEMORY methods SR1 formula. Large scale problem,limited memory methods,SR1 formula.
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