| 求解大规模优化问题的有限内存SR-1方法 |
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| 引用本文： | 吴淦洲.求解大规模优化问题的有限内存SR-1方法[J].茂名学院学报,2010,20(6):71-73. |
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| 作者姓名： | 吴淦洲 |
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| 作者单位： | 广东石油化工学院理学院,广东茂名525000 |
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| 摘 要： | 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。
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| 关 键 词： | 大规模优化问题 有限内存方法 对称秩一校正公式 |
A Limited Memory Symmetric Rank-one Method for Large Scale Optimization |
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| WU Gan-zhou.A Limited Memory Symmetric Rank-one Method for Large Scale Optimization[J].Journal of Maoming College,2010,20(6):71-73. |
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| Authors: | WU Gan-zhou |
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| Institution: | WU Gan-zhou(College of Science,Guangdong University of Petrochemical Technology,Maoming 525000,China) |
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| Abstract: | 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. |
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| Keywords: | large scale optimization the limited memory method symmetric rank-one method |
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