AN ITERATED-SUBSPACE MINIMIZATION METHODS WITH SYMMETRIC RANK-ONE UPDATING

• 作 者: 徐徽宁 孙麟平
• 机 构: Dept.ofMath.,Dept.ofMath.
• 出 处: 高等学校计算数学学报：英文版
• 发表日期: 2004年2期
• 关键词: 大型无约束最优化 迭代子空间最小化 无约束规划 对称秩单较正 Large-scale problem unconstrained programming i

We consider an Iterated-Subspace Minimization(ISM) method for solving large-scale unconstrained minimization problems. At each major iteration of the method,a two-dimensional manifold, the iterated subspace, is constructed and an approximate minimizer of