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A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization - MaRDI portal

A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization (Q4646678)

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scientific article; zbMATH DE number 7001348
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A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
scientific article; zbMATH DE number 7001348

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    A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization (English)
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    14 January 2019
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    non-smooth optimization
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    bound constraints
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    quasi-Newton
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    L-BFGS
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    active-set method
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    active-set correction
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