AN ITERATED-SUBSPACEMINIMIZATION METHODS WITHSYMMETRIC RANK-ONE UPDATING  

作　　者：徐徽宁 孙麟平 

机构地区：[1]Dept. of Math. Nanjing University

出　　处：《Numerical Mathematics A Journal of Chinese Universities(English Series)》2004年第2期233-240,共8页

摘　　要：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 the objective function in this manifold then determined, and a symmetric rank-one updating is used to solve the inner minimization problem.We consider an Iterated-Sub space 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 mmimizer of the objective function in this manifold then determined, and a symmetric rank-one updating is used to solve the inner minimization problem.

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 

分 类 号：O221[理学—运筹学与控制论]