arrow
返回

A limited-memory multipoint symmetric secant method for bound constrained optimization

delete2002-01-01
delete27
PRE
AI
B
Burdakov, OP
J
J. M. Martı́nez
E
Elvio A. Pilotta
DOI:10.1023/A:1021561204463delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
A new algorithm for solving smooth large-scale minimization problems with bound constraints is introduced. The way of dealing with active constraints is similar to the one used in some recently introduced quadratic solvers. A limited-memory multipoint symmetric secant method for approximating the Hessian is presented. Positive-definiteness of the Hessian approximation is not enforced. A combination of trust-region and conjugate-gradient approaches is used to explore a useful negative curvature information. Global convergence is proved for a general model algorithm. Results of numerical experiments are presented.
Keyword:
large-scale optimization
box constraints
gradient projection
trust region
multipoint symmetric secant methods
global convergence
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Annals of Operations Research 封面图
Annals of Operations Research
IF:
4.5
论文数:
8.1K
被引数:
2.1W

机构

暂无机构信息
引用论文

引用论文

暂无论文信息