Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)
给出了大规模界约束优化的一个子空间截断牛顿法.利用截断牛顿法修正非有效约束所对应的变量,用投影梯度法修正有效约束所对应的变量,文中证明了方法的整体收敛性,并对方法进行了数值试验,且与子空间有限内存拟牛顿法进行了数值比较....
Main Authors: | , |
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Format: | Article |
Language: | zho |
Published: |
Zhejiang University Press
2002-09-01
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Series: | Zhejiang Daxue xuebao. Lixue ban |
Subjects: | |
Online Access: | https://doi.org/zjup/1008-9497.2002.29.5.494-499 |