Add-in for solvers of unconstrained minimization to eliminate lower bounds of variables by transformation

MaRDI QIDQ5146274zbMATH OpenFDO

Authors K. Gelashvili

Publication date 25 January 2021

Full work available at URL http://www.rmi.ge/transactions/TRMI-volumes/173-2/v173(2)-6.pdf

zbMATH Keywords

unconstrained optimizationbox-constrained optimizationCG-DESCENTMINOSsymmetric matrix gameelimination of lower boundsGUROBIl-bfgsmodified heavy ball

Mathematics Subject Classification ID

Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Recommendations

• scientific article; zbMATH DE number 3939110
• Minimization of nonlinear functions with linear constraints
• Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
• Publication:4203724
• New minimax algorithm

Cites work

• scientific article; zbMATH DE number 3062452 (Why is no real title available?)
• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• Algorithm 778: L-BFGS-B
• Nonnegativity constraints in numerical analysis
• On the limited memory BFGS method for large scale optimization
• Recent advances in bound constrained optimization
• Speeding up the convergence of the Polyak's heavy ball algorithm
• The Limited Memory Conjugate Gradient Method

Describes a project that uses

Uses Software

• GitHub
• MINOS
• CG_DESCENT
• Gurobi
• L-BFGS
• L-BFGS-B

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