REPRESENTATIONS OF QUASI-NEWTON MATRICES AND THEIR USE IN LIMITED MEMORY METHODS
REPRESENTATIONS OF QUASI-NEWTON MATRICES AND THEIR USE IN LIMITED MEMORY METHODS
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DOI：
10.1007/bf01582063
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发表时间：
1994-01-31
影响因子：
2.7
通讯作者：
SCHNABEL, RB
中科院分区：
文献类型：
--
作者：
BYRD, RH;NOCEDAL, J;SCHNABEL, RB
我们得到了BFG和对称秩一矩阵的紧致表示，用于优化。这些表示使我们能够有效地实现大型约束优化问题的有限内存方法。特别地，我们讨论了如何计算有限记忆矩阵到子空间的投影。我们还给出了求解非线性方程组的Broyden修正生成的矩阵的紧致表示。
We derive compact representations of BFGS and symmetric rank-one matrices for optimization. These representations allow us to efficiently implement limited memory methods for large constrained optimization problems. In particular, we discuss how to compute projections of limited memory matrices onto subspaces. We also present a compact representation of the matrices generated by Broyden's update for solving systems of nonlinear equations.