A limited memory quasi-Newton trust-region method for box constrained optimization

DOI10.1016/j.cam.2016.02.026zbMath1381.90097OpenAlexW2289491747MaRDI QIDQ269370

Alireza Bagheri, Morteza Kimiaei, Farzad Rahpeymaii

Publication date: 18 April 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.02.026

zbMATH Keywords

constrained optimizationtheoretical convergencelimited memory quasi-Newtonline-searchtrust-region frameworkWolfe conditions

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)

Related Items (5)

An active set trust-region method for bound-constrained optimization ⋮ Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm ⋮ A filled function method for minimizing control variation in constrained discrete-time optimal control problems ⋮ Orthogonal intrinsic mode functions via optimization approach ⋮ An efficient line search trust-region for systems of nonlinear equations

Uses Software

• L-BFGS
• TRON
• LBFGS-B
• CUTEst

Cites Work

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