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Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization

✍ Scribed by Karmitsa, N.; Mäkelä, M.M.

Book ID
126922276
Publisher
Taylor and Francis Group
Year
2010
Tongue
English
Weight
246 KB
Volume
59
Category
Article
ISSN
0233-1934

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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