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A Limited-Memory Multipoint Symmetric Secant Method for Bound Constrained Optimization

✍ Scribed by Oleg P. Burdakov; José Mario Martínez; Elvio A. Pilotta

Book ID
110409231
Publisher
Springer US
Year
2002
Tongue
English
Weight
162 KB
Volume
117
Category
Article
ISSN
0254-5330

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In this paper, a subspace limited memory BFGS algorithm for solving large-scale bound constrained optimization problems is developed. It is modifications of the subspace limited memory quasi-Newton method proposed by Ni and Yuan [Q. Ni, Y.X. Yuan, A subspace limited memory quasi-Newton algorithm for