Accession Number:

ADA454688

Title:

Representations of Quasi-Newton Matrices and Their Use in Limited Memory Methods

Descriptive Note:

Technical rept.

Corporate Author:

COLORADO UNIV AT BOULDER DEPT OF COMPUTER SCIENCE

Report Date:

1992-10-06

Pagination or Media Count:

34.0

Abstract:

We derive compact representations of BFGS and symmetric rank-one matrices for optimization. These representations allow us to efficiently implement limited memory methods for large constrained optimization problems. In particular, we discuss how to compute projections of limited memory matrices onto subspaces. We also present a compact representation of the matrices generated by Broydens update for solving systems of nonlinear equations.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE