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摘要: 依据修正拟牛顿方程, 提出一种新的双循环有限内存拟牛顿法.与经典的有限内存 BFGS 方法相比, 新算法同时利用函数值和梯度信息构造拟牛顿校正矩阵,且不会增加计算量, 理论分析和数值检验说明了新算法的有效性.Abstract: Based on modified quasi-Newton equation, a new limited memory quasi-Newton method with two-loop recursion was proposed. Comparing to the classical limited memory BFGS method, the new method uses more function value and gradient informations to construct the quasi-Newton update mectrix, and does not need more computational efforts. The theory analysis and numerical results show the efficiency of the proposed method.
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