An active set limited memory BFGS algorithm for bound constrained optimization

DOI10.1016/J.APM.2011.01.036zbMath1221.90082OpenAlexW2048609669MaRDI QIDQ638888

Xi-wen Lu, Gong Lin Yuan

Publication date: 16 September 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2011.01.036

zbMATH Keywords

global convergenceconstrained optimizationlimited memory BFGS method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (7)

A limited memory quasi-Newton trust-region method for box constrained optimization ⋮ Trust region algorithm with two subproblems for bound constrained problems ⋮ Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ An active-set projected trust region algorithm for box constrained optimization problems ⋮ A tensor trust-region model for nonlinear system ⋮ An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations

Uses Software

• SPG
• L-BFGS-B
• L-BFGS
• TRON

Cites Work

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