Algorithm 896: LSA: algorithms for large-scale optimization

DOI10.1145/1527286.1527290zbMATH Open1364.65128OpenAlexW2044735996WikidataQ113310534 ScholiaQ113310534MaRDI QIDQ2989073FDOQ2989073

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

Recommendations

• Algorithm 778: L-BFGS-B
• LSNNO, a FORTRAN subroutine for solving large-scale nonlinear network optimization problems
• Algorithm 811: NDA
• scientific article; zbMATH DE number 5066295
• scientific article; zbMATH DE number 1069181

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)

Cited In (11)

• Title not available (Why is that?)
• Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
• A modified limited-memory BNS method for unconstrained minimization based on the conjugate directions idea
• Fortran subroutines for network flow optimization using an interior point algorithm
• LSA
• Algorithm 811: NDA
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• Two limited-memory optimization methods with minimum violation of the previous secant conditions
• On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
• 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

Uses Software

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

This page was built for publication: Algorithm 896: LSA: algorithms for large-scale optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2989073)