A LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE SCALE PROBLEM
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.
引用本文(GB/T 7714)
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.
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