A Line Search Multigrid Method for Large-Scale Nonlinear Optimization

DOI10.1137/08071524XzbMath1203.65095MaRDI QIDQ3586145

ZaiWen Wen, Donald Goldfarb

Publication date: 6 September 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

algorithmglobal convergencecomputational efficiencyline searchinfinite-dimensional optimizationmultiscale problemsBroyden-Fletcher-Goldfarb-Shanno (BFGS) methodlarge-scale nonlinear optimizationconvex and nonconvex optimizationmultigrid/multilevel method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Complexity and performance of numerical algorithms (65Y20)

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Uses Software

• PETSc
• Decision tree for optimization software

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