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

zbMATH Open1458.90587MaRDI QIDQ5146274FDOQ5146274

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

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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)

Cites Work

• Algorithm 778: L-BFGS-B
• On the limited memory BFGS method for large scale optimization
• Title not available (Why is that?)
• The Limited Memory Conjugate Gradient Method
• Nonnegativity constraints in numerical analysis
• Recent advances in bound constrained optimization
• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• Speeding up the convergence of the Polyak's heavy ball algorithm

Uses Software

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

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