A subspace modified PRP method for large-scale nonlinear box-constrained optimization

DOI10.1080/01630563.2012.673216MaRDI QIDQ4899102zbMATH OpenOpenAlexFDO

Authors Wanyou Cheng

Publication date 4 January 2013

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2012.673216

zbMATH Keywords

box-constrained optimizationglobal convergencePRP method

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

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Cites work

• A class of methods for solving large, convex quadratic programs subject to box constraints
• A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence
• A limited-memory multipoint symmetric secant method for bound constrained optimization
• A New Active Set Algorithm for Box Constrained Optimization
• A proportioning based algorithm with rate of convergence for bound constrained quadratic programming
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Augmented Lagrangians with Adaptive Precision Control for Quadratic Programming with Simple Bounds and Equality Constraints
• Benchmarking optimization software with performance profiles.
• Box Constrained Quadratic Programming with Proportioning and Projections
• CUTE
• Family of projected descent methods for optimization problems with simple bounds
• Implementing proximal point methods for linear programming
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• Numerical methods for large-scale nonlinear optimization
• On the Goldstein-Levitin-Polyak gradient projection method
• On the Solution of Large Quadratic Programming Problems with Bound Constraints
• Projected gradient methods for linearly constrained problems
• The conjugate gradient method in extremal problems
• The cyclic Barzilai-–Borwein method for unconstrained optimization

Cited in

(3)

• A limited memory quasi-Newton trust-region method for box constrained optimization
• An algorithm with explicit search directions based on line approximate subproblems for generalized box constrained optimization
• scientific article; zbMATH DE number 1383441 (Why is no real title available?)

Describes a project that uses

Uses Software

• CUTEr

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