A limited memory quasi-Newton trust-region method for box constrained optimization
From MaRDI portal
Publication:269370
DOI10.1016/j.cam.2016.02.026zbMath1381.90097MaRDI QIDQ269370
Alireza Bagheri, Morteza Kimiaei, Farzad Rahpeymaii
Publication date: 18 April 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.02.026
constrained optimization; theoretical convergence; limited memory quasi-Newton; line-search; trust-region framework; Wolfe conditions
Related Items
A filled function method for minimizing control variation in constrained discrete-time optimal control problems, Orthogonal intrinsic mode functions via optimization approach, An efficient line search trust-region for systems of nonlinear equations, An active set trust-region method for bound-constrained optimization, Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An accurate active set Newton algorithm for large scale bound constrained optimization.
- An active set limited memory BFGS algorithm for bound constrained optimization
- An active-set projected trust region algorithm for box constrained optimization problems
- On the limited memory BFGS method for large scale optimization
- Convergence properties of trust region methods for linear and convex constraints
- Algorithms for bound constrained quadratic programming problems
- Convergence of quasi-Newton matrices generated by the symmetric rank one update
- Representations of quasi-Newton matrices and their use in limited memory methods
- A quasi-Newton trust-region method
- An efficient implementation of a trust region method for box constrained optimization
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- A limited memory adaptive trust-region approach for large-scale unconstrained optimization
- A trust region method based on a new affine scaling technique for simple bounded optimization
- On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices
- A Globally Convergent Trust-Region Method for Large-Scale Symmetric Nonlinear Systems
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
- On the Identification of Active Constraints
- Updating Quasi-Newton Matrices with Limited Storage
- Quasi-Newton Methods, Motivation and Theory
- Matrix conditioning and nonlinear optimization
- An Infeasible-Interior-Point Method for Linear Complementarity Problems
- Trust Region Methods
- Newton's Method for Large Bound-Constrained Optimization Problems
- Reduced Storage, Quasi-Newton Trust Region Approaches to Function Optimization
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- A Limited Memory Algorithm for Bound Constrained Optimization
- A Subspace Modified PRP Method for Large-scale Nonlinear Box-Constrained Optimization
- A New Algorithm for Unconstrained Optimization
- A modified BFGS method and its global convergence in nonconvex minimization
- Benchmarking optimization software with performance profiles.