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

box-constrained optimizationCG-DESCENTelimination of lower boundsGUROBIl-bfgsMINOSmodified heavy ballsymmetric matrix gameunconstrained optimization

Mathematics Subject Classification ID

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

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

• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• Algorithm 778: L-BFGS-B
• scientific article; zbMATH DE number 3062452 (Why is no real title available?)
• 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

Cited in

(1)

• Speeding up line search for composite objective function with a linear inside part

Describes a project that uses

Uses Software

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

This page was built for publication: Add-in for solvers of unconstrained minimization to eliminate lower bounds of variables by transformation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5146274)