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计算数学 1986
REDUCING DIMENSION GRADIENT METHODS
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Abstract:
In this paper we propose a method which can reduce a high dimensional problem to a lowerdimensional one and maintain finite termination, when applied to quadratic functions, withoutrequiring that line searches be exact, if two correction terms are added at each iteration. Whenthe computer storage is not enough for executing a complete quasi-Newton, we present a QN+RDG type method, in which the computer storage is used as much as possible.