全球智库信息集成服务系统(G2TT): Some Numerical Experiments with Variable Storage Quasi-Newton Algorithms.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Some Numerical Experiments with Variable Storage Quasi-Newton Algorithms.
	Gilbert JC; Lemarechal C
发表日期	1988
出版者	IIASA, Laxenburg, Austria: WP-88-121
出版年	1988
语种	英语
摘要	This paper relates some numerical experiments with variable storage quasi-Newton methods for the optimization of large-scale models. The basic idea of the recommended algorithm is to start bfgs updates on a diagonal matrix, itself generated by an update formula and adjusted to Rayleigh's ellipsoid of the local Hessian of the objective function in the direction of the change in the gradient.
主题	System and Decision Sciences - Core (SDS)
URL	http://pure.iiasa.ac.at/id/eprint/3085/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123525
推荐引用方式 GB/T 7714	Gilbert JC,Lemarechal C. Some Numerical Experiments with Variable Storage Quasi-Newton Algorithms.. 1988.