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An accurate active set newton algorithm for large scale bound constrained optimization

โœ Scribed by Li Sun; Guoping He; Yongli Wang; Changyin Zhou


Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
175 KB
Volume
56
Category
Article
ISSN
0862-7940

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Modified subspace limited memory BFGS al
โœ Yunhai Xiao; Hongchuan Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 516 KB

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