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- [1] Updating quasi-Netwon matrices with limited storage, Math. J. Nocedal. Company Van .
SLMQN:一个解大规模边界约束非线性规划子空间有限储存拟牛顿方法的FORTRAN优化软件
被引：2
作者：
倪勤
袁亚湘
机构：
[1] 中国科学院计算数学与科学工程研究所科学与工程计算国家重点实验室
来源：
关键词：
双精度数组;
拟牛顿;
双精度变量;
SLMQN;
子空间;
BFGS;
优化软件;
修正梯度;
数值结果;
FORTRAN;
终止准则;
D O I：
暂无
中图分类号：
O221 [规划论（数学规划）];
学科分类号：
摘要：
SLMQN is a subspace limited memory quasi-Newton algorithm for solving largescale bound constrained nonlinear programming problems. The algorithm is suitable to these large problems in which the Hessian matrix is difficult to compute or is dense,or the number of variables is too large to store and compute an n x n matris. Due to less storage requirement, this algorithm can be used in PCs for solving medium-sized and large problems. The algorithm is implemented in Fortran 77.
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页码：173 / 179
页数：7
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