求解大规模优化问题的有限内存SR-1方法

A Limited Memory Symmetric Rank——one Method for Large Scale Optimization

给出了求解大规模优化问题的有限内存SR-1方法,与传统的有限内存BFGS方法相比较,该方法能进一步的节省计算机的内存,更适合用于大规模的优化问题。

In the paper,a limited memory symmetric rank-one method for large scale optimization is given.Compared to limited memory BFGS,the memory of the computer is saved,and the method in the paper is fit for large scale optimization.