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On Modified Factorizations for Large-Scale Linearly Constrained Optimization

✍ Scribed by Gould, Nicholas Ian Mark

Book ID
118204319
Publisher
Society for Industrial and Applied Mathematics
Year
1999
Tongue
English
Weight
410 KB
Volume
9
Category
Article
ISSN
1052-6234

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πŸ“œ SIMILAR VOLUMES

Modified subspace limited memory BFGS al
Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
✍ Yunhai Xiao; Hongchuan Zhang πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 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