Representations of quasi-Newton matrices and their use in limited memory methods
نویسندگان
چکیده
We derive compact representations of BFGS and symmetric rank one matrices for optimization These representations allow us to e ciently implement limitedmemory 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
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عنوان ژورنال:
- Math. Program.
دوره 63 شماره
صفحات -
تاریخ انتشار 1994