摘要
In this paper, the so—called partitioned Broyden’s algorithms used for solving Partially seperable optimization with a convex decomposition is concerned. Global convergence is proved for this type of "partitioned updating" quasi-Newton method. The algorithm is well adapted to unconstrained problems involving many variables.
In this paper, the so—called partitioned Broyden's algorithms used for solving Partially seperable optimization with a convex decomposition is concerned. Global convergence is proved for this type of 'partitioned updating' quasi-Newton method. The algorithm is well adapted to unconstrained problems involving many variables.
出处
《经济数学》
1993年第1期43-52,8,共11页
Journal of Quantitative Economics
基金
This research is supported by national nature science foundalion
