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

delete2007-02-01
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PRE
AI
Y
Yunhai Xiao *
Z
Zengxin Wei
DOI:10.1016/j.amc.2006.06.119delete
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Abstract

Abstract

En 中文
An active set limited memory BFGS algorithm for large-scale bound constrained optimization is introduced. The active sets are based on guessing technique to be identified at each iteration, the search direction in free subspace is determined by limited memory BFGS (L-BFGS) algorithm, which provides an efficient means for attacking large-scale optimization problems. The implementations of the method on CUTE test problems are described. (c) 2006 Elsevier Inc. All rights reserved.
Keywords:
nonlinear optimization
bound constrained problem
limited memory method
stationary point
gradient projection method

Journal

Applied Mathematics and Computation cover
Applied Mathematics and Computation
IF:
3.4
Papers:
2.3W
Citations:
3.3W

Organization

No organization information available
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