Algorithm 896: LSA: algorithms for large-scale optimization

DOI10.1145/1527286.1527290MaRDI QIDQ2989073zbMATH OpenOpenAlexWikidataFDO

Authors Ladislav Lukšan, Ctirad Matonoha, Jan Vlček

Publication date 19 May 2017

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1527286.1527290

zbMATH Keywords

large-scale optimizationquasi-Newton methodslimited-memory methodslarge-scale systems of nonlinear equationssparse problemsdiscrete Newton methodslarge-scale nonlinear least squareslarge-scale nonlinear minimaxlarge-scale nonsmooth optimizationpartially separable problemsprimal interior-point methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Packaged methods for numerical algorithms (65Y15) Numerical computation of solutions to systems of equations (65H10)

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• scientific article; zbMATH DE number 5066295
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Cited in

(11)

• Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
• Fortran subroutines for network flow optimization using an interior point algorithm
• On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
• Two limited-memory optimization methods with minimum violation of the previous secant conditions
• A modified limited-memory BNS method for unconstrained minimization based on the conjugate directions idea
• Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization
• A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions
• LSA
• Algorithm 811: NDA
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• scientific article; zbMATH DE number 3912130 (Why is no real title available?)

Describes a project that uses

Uses Software

• HSL
• NITSOL
• TNPACK
• L-BFGS-B
• ve08
• VE10

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