Compact representations of structured BFGS matrices
结构化 BFGS 矩阵的紧凑表示
For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For problems in which the objective function contains additional structure, so-called structured quasi-Newton methods exploit available second-derivative information and approximate unavailable second derivatives. This article develops the compact representations of two structured…