Algorithm 896

DOI10.1145/1527286.1527290zbMath1364.65128OpenAlexW2044735996WikidataQ113310534 ScholiaQ113310534MaRDI QIDQ2989073

Jan Vlček, Ctirad Matonoha, Ladislav Lukšan

Publication date: 19 May 2017

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1527286.1527290

zbMATH Keywords

large-scale optimizationquasi-Newton methodslimited-memory methodslarge-scale systems of nonlinear equationssparse problemsdiscrete Newton methodslarge-scale nonlinear least squareslarge-scale nonlinear minimaxlarge-scale nonsmooth optimizationpartially separable problemsprimal interior-point methods

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Numerical optimization and variational techniques (65K10) Numerical computation of solutions to systems of equations (65H10) Packaged methods for numerical algorithms (65Y15)

Related Items (7)

Efficient tridiagonal preconditioner for the matrix-free truncated Newton method ⋮ A modified limited-memory BNS method for unconstrained minimization based on the conjugate directions idea ⋮ A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions ⋮ Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization ⋮ On the behaviour of constrained optimization methods when Lagrange multipliers do not exist ⋮ Two limited-memory optimization methods with minimum violation of the previous secant conditions ⋮ LSA

Uses Software

• HSL
• NITSOL
• TNPACK
• L-BFGS-B
• ve08
• VE10

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