A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
DOI10.1016/J.AMC.2006.06.119zbMATH Open1114.65069OpenAlexW2095500937MaRDI QIDQ870176FDOQ870176
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
numerical examplesstationary pointgradient projection methodNonlinear optimizationbound constrained problemBroyden-Fletcher-Goldfarb-Shanno (BFGS) methodlimited memory method
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)
Cites Work
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- Algorithm 778: L-BFGS-B
- Newton's Method for Large Bound-Constrained Optimization Problems
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Cited In (15)
- A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
- Limited memory BFGS method with backtracking for symmetric nonlinear equations
- An active set strategy based on the multiplier function or the gradient.
- An accurate active set Newton algorithm for large scale bound constrained optimization.
- Trust region algorithm with two subproblems for bound constrained problems
- An active set limited memory BFGS algorithm for 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
- An active set limited memory BFGS algorithm for large-scale bound constrained optimization
- Algorithm 778: L-BFGS-B
- 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
- A Limited Memory Algorithm for Bound Constrained Optimization
- Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
- Title not available (Why is that?)
Uses Software
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