An active-set projected trust region algorithm for box constrained optimization problems

DOI10.1007/S11424-014-2199-5zbMath1329.90145OpenAlexW2288417371MaRDI QIDQ905153

Maojun Zhang, Gong Lin Yuan, Zeng-xin Wei

Publication date: 14 January 2016

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-2199-5

zbMATH Keywords

convergenceactive-set strategytrust region

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (3)

A limited memory quasi-Newton trust-region method for box constrained optimization ⋮ On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization ⋮ Bilevel parameter learning for nonlocal image denoising models

Uses Software

• L-BFGS
• TRON
• LBFGS-B

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An active set limited memory BFGS algorithm for bound constrained optimization
• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• Some numerical experiments with variable-storage quasi-Newton algorithms
• On the limited memory BFGS method for large scale optimization
• An active set limited memory BFGS algorithm for large-scale bound constrained optimization
• Representations of quasi-Newton matrices and their use in limited memory methods
• Large-scale active-set box-constrained optimization method with spectral projected gradients
• Evaluating bound-constrained minimization software
• Convergence of Trust Region Algorithms for Optimization with Bounds when Strict Complementarity Does Not Hold
• A New Active Set Algorithm for Box Constrained Optimization
• MODIFIED LIMITED MEMORY BFGS METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION
• QN-like variable storage conjugate gradients
• Projected gradient methods for linearly constrained problems
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• On the Identification of Active Constraints
• CUTE
• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Newton's Method for Large Bound-Constrained Optimization Problems
• Projected Newton Methods for Optimization Problems with Simple Constraints
• A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
• A Limited Memory Algorithm for Bound Constrained Optimization
• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• Benchmarking optimization software with performance profiles.

This page was built for publication: An active-set projected trust region algorithm for box constrained optimization problems