A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
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Publication:5741070
DOI10.1137/140989078zbMath1342.65146OpenAlexW2479824348MaRDI QIDQ5741070
Chungen Shen, Wei Hong Yang, Lei-Hong Zhang
Publication date: 21 July 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/913cef82894063f48157dcaa26eeced7e662fe09
filterL-BFGSactive setSQPmaximal correlation problemball/sphere constraintsnearest correlation matrix with factor structure
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