An accurate active set Newton algorithm for large scale bound constrained optimization.
From MaRDI portal
Publication:548593
DOI10.1007/S10492-011-0018-ZzbMATH Open1224.90177OpenAlexW1978125723MaRDI QIDQ548593FDOQ548593
Yongli Wang, Changyin Zhou, Guoping He, Li Sun
Publication date: 29 June 2011
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/116526
Cites Work
- Testing Unconstrained Optimization Software
- Newton's Method for Large Bound-Constrained Optimization Problems
- Convergence of a generalized SMO algorithm for SVM classifier design
- The conjugate gradient method in extremal problems
- Title not available (Why is that?)
- Active Set Identification in Nonlinear Programming
- On the Accurate Identification of Active Constraints
- More test examples for nonlinear programming codes
- Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
- A New Active Set Algorithm for Box Constrained Optimization
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
- A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
- A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
- An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
- A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
- A proportioning based algorithm with rate of convergence for bound constrained quadratic programming
- Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
- Convergence of Trust Region Algorithms for Optimization with Bounds when Strict Complementarity Does Not Hold
- On the Solution of Large Quadratic Programming Problems with Bound Constraints
- Correction to the Paper on Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- Minimization of \(SC^ 1\) functions and the Maratos effect
- Generating box-constrained optimization problems
- An active set strategy based on the multiplier function or the gradient.
- An active set quasi-Newton method with projected search for bound constrained minimization
Cited In (16)
- An efficient adaptive three-term extension of the Hestenes–Stiefel conjugate gradient method
- Title not available (Why is that?)
- A truncated Newton method for the solution of large-scale inequality constrained minimization problems
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
- Title not available (Why is that?)
- A limited memory quasi-Newton trust-region method for box constrained optimization
- An active set strategy based on the multiplier function or the gradient.
- Image restoration by second-order total generalized variation and wavelet frame regularization
- A new smoothing method for solving nonlinear complementarity problems
- An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
- On Smoothingl1Exact Penalty Function for Constrained Optimization Problems
- An accelerated three-term conjugate gradient method with sufficient descent condition and conjugacy condition
- A new conjugate gradient method based on quasi-Newton equation for unconstrained optimization
- Active set type algorithms for nonnegative matrix factorization in hyperspectral unmixing
- Hybrid variational model based on alternating direction method for image restoration
- Image restoration by a mixed high-order total variation and \(l_1\) regularization model
Uses Software
Recommendations
- An active set limited memory BFGS algorithm for large-scale bound constrained optimization 👍 👎
- An active set truncated Newton method for large-scale bound constrained optimization 👍 👎
- An active set quasi-Newton method with projected search for bound constrained minimization 👍 👎
- An accurate active set conjugate gradient algorithm with project search for bound constrained optimization 👍 👎
- An active set feasible method for large-scale minimization problems with bound constraints 👍 👎
This page was built for publication: An accurate active set Newton algorithm for large scale bound constrained optimization.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q548593)