Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization

DOI10.1016/j.cam.2007.11.014zbMath1169.65059OpenAlexW2070158212MaRDI QIDQ955062

Hongchuan Zhang, Yun-hai Xiao

Publication date: 18 November 2008

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.2007.11.014

zbMATH Keywords

global convergencenumerical experimentsstationary pointgradient projectionlimited memory BFGS methodbound constrained problemBroyden-Fletcher-Goldfarb-Shanna (BFGS) methodprojected line search

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Uses Software

• L-BFGS-B
• L-BFGS
• CUTEr
• TRON
• KELLEY
• LBFGS-B
• BOX-QUACAN

Cites Work

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• CUTE
• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Newton's Method for Large Bound-Constrained Optimization Problems
• Projected Newton Methods for Optimization Problems with Simple Constraints
• A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
• A Limited Memory Algorithm for Bound Constrained Optimization
• BOX-QUACAN

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