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《JOURNAL OF UNMERICAL METHODS AND COMPUTER APPLICATIONS》 1997-03
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SLMQN:A FORTRAN CODE OF SUBSPACE LIMITED MEMORY QUASI-NEWTON METHOD FOR LARGE-SCALE BOUND CONSTRAINED NONLINEAR OPTIMIZATION

Ni Qin; Yuan Yaxiang(State Key laboratory of Scientific and Engineering Computing, Institute of ComputationalMathematics and Scientific/Engineering ComputingChinese Academy of Sciences)  
SLMQN is a subspace limited memory quasi-Newton algorithm for solving largescale bound constrained nonlinear programming problems. The algorithm is suitable to these large problems in which the Hessian matrix is difficult to compute or is dense,or the number of variables is too large to store and compute an n x n matris. Due to less storage requirement, this algorithm can be used in PCs for solving medium-sized and large problems. The algorithm is implemented in Fortran 77.
【Fund】: 国家自然科学基金;;国家教委留学回国人员资助费等资助
【CateGory Index】: O221
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