A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization

DOI10.1090/S0025-5718-97-00866-1zbMath0886.65065OpenAlexW2092109892MaRDI QIDQ4372656

Qin Ni, Ya-Xiang Yuan

Publication date: 16 December 1997

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-97-00866-1

zbMATH Keywords

convergencenumerical resultsnonlinear programminglimited memorybound constrained optimizationlarge scale problemquasi-Newton algorithmprojected searchsubspace quasi-Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (27)

Trust region algorithm with two subproblems for bound constrained problems ⋮ A neural network model with bounded-weights for pattern classification ⋮ A decomposition method for large-scale box constrained optimization ⋮ A new class of supermemory gradient methods ⋮ A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization ⋮ Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm ⋮ An active set modified Polak-Ribiére-Polyak method for large-scale nonlinear bound constrained optimization ⋮ An active set strategy based on the multiplier function or the gradient. ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ Limited-memory BFGS systems with diagonal updates ⋮ An active-set projected trust region algorithm for box constrained optimization problems ⋮ Modified active set projected spectral gradient method for bound constrained optimization ⋮ An active set limited memory BFGS algorithm for bound constrained optimization ⋮ An accurate active set conjugate gradient algorithm with project search for bound constrained optimization ⋮ Sufficient descent Polak-Ribière-Polyak conjugate gradient algorithm for large-scale box-constrained optimization ⋮ Improving ultimate convergence of an augmented Lagrangian method ⋮ An active set limited memory BFGS algorithm for large-scale bound constrained optimization ⋮ Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization ⋮ An accurate active set Newton algorithm for large scale bound constrained optimization. ⋮ A Newton-like trust region method for large-scale unconstrained nonconvex minimization ⋮ Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization ⋮ A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems ⋮ Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation ⋮ AN ADAPTIVE GRADIENT ALGORITHM FOR LARGE-SCALE NONLINEAR BOUND CONSTRAINED OPTIMIZATION ⋮ Limited memory quasi-Newton method for large-scale linearly equality-constrained minimization ⋮ A trust region method based on a new affine scaling technique for simple bounded optimization ⋮ An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations

Uses Software

• LANCELOT
• L-BFGS-B
• L-BFGS
• CUTEr
• LBFGS-B
• CUTE

Cites Work

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• Representations of quasi-Newton matrices and their use in limited memory methods
• 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
• Updating Quasi-Newton Matrices with Limited Storage
• On the Solution of Large Quadratic Programming Problems with Bound Constraints
• Algorithm 778: L-BFGS-B
• CUTE
• A Limited Memory Algorithm for Bound Constrained Optimization

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