Study on reduced space SQP algorithm based on limited memory method;
基于有限存储的简约空间序列二次规划算法研究
It can be applied to construct limited memory quasi-Newton method for unconstrained optimization problems when a vector is specially chosen.
提出一族紧凑格式的拟牛顿矩阵修正公式,适当选择其中某个向量情况下,该族可以很方便的用于构造求解大型无约束优化问题的有限存储拟牛顿算法。
Similar to the standard limited memory method, this new method determines the new update by applying the updating formula m times to an initial positive diagonal matrix using the m previous pairs of the change in iteration and gradient.
理论和数值结果表明 ,改进的新方法有效地改善了标准的有限储存