Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints
The authors consider the problem of minimizing a continuously differentiable function of \(n\) variables under box constraints. They propose a conjugate gradient and quasi-Newton algorithms for solving the problem. Unlike to algorithm by \textit{D. P. Bertsekas} [SIAM J. Control Optimization 20, 221--246 (1982; Zbl 0507.49018)], the authors use the quasi-Newton approximation instead of Hessian and different search rules. Unlike to \textit{R. Pytlak's} algorithm [SIAM J. Optim. 8, No. 2, 532--560 (1998; Zbl 0915.65060)] a preconditioner in defining the direction of descent is used. The algorithms, which are presented as two versions of one unifying general algorithm are globally convergent. Numerical results with test examples presented in the concluding part of the paper support the claim that the proposed algorithms are competitive with the ones known from the literature.
- Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints
- Preconditioned conjugate gradient algorithms for nonconvex problems
- A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
- Conjugate gradient algorithms in nonconvex optimization
- Scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
- A fast and robust unconstrained optimization method requiring minimum storage
- A Limited Memory Algorithm for Bound Constrained Optimization
- A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
- A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- Algorithm 778: L-BFGS-B
- An Efficient Algorithm for Large-Scale Nonlinear Programming Problems with Simple Bounds on the Variables
- Benchmarking optimization software with performance profiles.
- CUTE
- Exposing Constraints
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Global convergence of the method of shortest residuals
- Global Convergence Properties of Conjugate Gradient Methods for Optimization
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- Newton's Method for Large Bound-Constrained Optimization Problems
- Numerical Optimization
- On the Convergence of a New Conjugate Gradient Algorithm
- On the convergence of conjugate gradient algorithms
- On the Goldstein-Levitin-Polyak gradient projection method
- On the Identification of Active Constraints
- On the limited memory BFGS method for large scale optimization
- Preconditioned conjugate gradient algorithms for nonconvex problems
- Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints
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- Representations of quasi-Newton matrices and their use in limited memory methods
- Updating Quasi-Newton Matrices with Limited Storage
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