| A LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE SCALE PROBLEM |
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| 引用本文： | 邓卫兵. A LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE SCALE PROBLEM[J]. 高等学校计算数学学报(英文版), 1996, 0(1) |
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| 作者姓名： | 邓卫兵 |
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| 作者单位： | Department of |
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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.
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A LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE SCALE PROBLEM |
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| Deng Wei-bing. A LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE SCALE PROBLEM[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 1996, 0(1) |
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| Authors: | Deng Wei-bing |
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| Affiliation: | Deng Wei-bing Department of Mathematics,Nanjing University,Nanjing 210093,PRC. |
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| Abstract: | 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. |
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| Keywords: | Large scale problem limited memory methods SR1 formula. |
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