A Solver for Nonconvex Bound-Constrained Quadratic Optimization

DOI10.1137/15M1022100zbMath1330.49029OpenAlexW2200352289MaRDI QIDQ3454512

Daniel P. Robinson, Hassan Mohy-Ud-Din

Publication date: 25 November 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1022100

zbMATH Keywords

active setsconjugate gradient iterationactive variablesnonconvex bound-constrained quadratic optimization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical computation of solutions to systems of equations (65H10) Numerical methods based on nonlinear programming (49M37) Implicit function theorems; global Newton methods on manifolds (58C15)

Related Items (6)

A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions ⋮ On the stationarity for nonlinear optimization problems with polyhedral constraints ⋮ Exploiting negative curvature in deterministic and stochastic optimization ⋮ A subspace-accelerated split Bregman method for sparse data recovery with joint \(\ell_1\)-type regularizers ⋮ A dual gradient-projection method for large-scale strictly convex quadratic problems ⋮ A Two-Phase Gradient Method for Quadratic Programming Problems with a Single Linear Constraint and Bounds on the Variables

Uses Software

• L-BFGS-B
• L-BFGS
• PENNON
• LBFGS-B
• CUTEst

Cites Work

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