A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization

DOI10.1016/j.amc.2006.06.119zbMath1114.65069OpenAlexW2095500937MaRDI QIDQ870176

Yun-hai Xiao, Zeng-xin Wei

Publication date: 12 March 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.119

zbMATH Keywords

numerical examplesNonlinear optimizationstationary pointlimited memory methodgradient projection methodbound constrained problemBroyden-Fletcher-Goldfarb-Shanno (BFGS) method

Mathematics Subject Classification ID

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

Related Items

Trust region algorithm with two subproblems for bound constrained problems, Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization, Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm, An active set strategy based on the multiplier function or the gradient., An active set limited memory BFGS algorithm for bound constrained optimization, Limited memory BFGS method with backtracking for symmetric nonlinear equations, An accurate active set Newton algorithm for large scale bound constrained optimization., An active set quasi-Newton method with projected search for bound constrained minimization, A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems

Uses Software

• LANCELOT
• L-BFGS-B
• LOQO
• L-BFGS
• TRON
• KELLEY
• MINOS

Cites Work

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