摘要
本文提出了一类适用于大型稀疏最优化问题的简单易行的行列修正算法，获得了新算法的局部超线性收敛性，大量的数值试验表明这是一个较为理想的修正算法．
In this paper, we propose a class of the row column updating method for solving large scale sparse unconstrained optimization. The theory of the local and superlinear convergence for the new method is established. The numerical experiments show the superiority of the new method to the others. Moreover, we also use the new method to solving the systems of nonlinear equations with symmetric Jacobian.
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
1997年第1期85-94,共10页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金
国家自然科学基金
关键词
无约束最优化
非线性方程
行列修正算法
最佳化
Unconstrained Optimization, Systems of Symmetric Nonlinear Equations, Row column Updating Method.
