A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization

DOI10.1016/j.amc.2006.06.119zbMath1114.65069OpenAlexW2095500937MaRDI QIDQ870176

Yun-hai Xiao, Zeng-xin Wei

Publication date: 12 March 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.119

zbMATH Keywords

numerical examplesNonlinear optimizationstationary pointlimited memory methodgradient projection methodbound constrained problemBroyden-Fletcher-Goldfarb-Shanno (BFGS) method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (9)

Trust region algorithm with two subproblems for bound constrained problems ⋮ Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization ⋮ Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm ⋮ An active set strategy based on the multiplier function or the gradient. ⋮ An active set limited memory BFGS algorithm for bound constrained optimization ⋮ Limited memory BFGS method with backtracking for symmetric nonlinear equations ⋮ An accurate active set Newton algorithm for large scale bound constrained optimization. ⋮ An active set quasi-Newton method with projected search for bound constrained minimization ⋮ A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems

Uses Software

• LANCELOT
• L-BFGS-B
• LOQO
• L-BFGS
• TRON
• KELLEY
• MINOS

Cites Work

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