Sufficient descent Polak-Ribière-Polyak conjugate gradient algorithm for large-scale box-constrained optimization
Summary: A practical algorithm for solving large-scale box-constrained optimization problems is developed, analyzed, and tested. In the proposed algorithm, an identification strategy is involved to estimate the active set at per-iteration. The components of inactive variables are determined by the steepest descent method at first finite number of steps and then by conjugate gradient method subsequently. Under some appropriate conditions, we show that the algorithm converges globally. Numerical experiments and comparisons by using some box-constrained problems from CUTEr library are reported. Numerical comparisons illustrate that the proposed method is promising and competitive with the well-known method -- L-BFGS-B.
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- An active set modified Polak-Ribiére-Polyak method for large-scale nonlinear bound constrained optimization
- An adaptive gradient algorithm for large-scale nonlinear bound constrained optimization
- A descent nonlinear conjugate gradient method for large-scale unconstrained optimization
- An accurate active set conjugate gradient algorithm with project search for bound constrained optimization
- A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence
- A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
- A globally convergent version of the Polak-Ribière conjugate gradient method
- A Limited Memory Algorithm for Bound Constrained Optimization
- A New Active Set Algorithm for Box Constrained Optimization
- A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
- A survey of nonlinear conjugate gradient methods
- A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
- Active-set projected trust-region algorithm for box-constrained nonsmooth equations
- Algorithm 778: L-BFGS-B
- An active set limited memory BFGS algorithm for large-scale bound constrained optimization
- An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
- CUTE
- Global Convergence Properties of Conjugate Gradient Methods for Optimization
- scientific article; zbMATH DE number 3466802 (Why is no real title available?)
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Modified active set projected spectral gradient method for bound constrained optimization
- Nonlinear conjugate gradient methods with sufficient descent condition for large-scale unconstrained optimization
- Numerical methods for large-scale nonlinear optimization
- Projected Newton Methods for Optimization Problems with Simple Constraints
- Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
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