A Limited Memory Algorithm for Bound Constrained Optimization
نویسندگان
چکیده
منابع مشابه
A LIMITED MEMORY ALGORITHM FOR BOUND CONSTRAINED OPTIMIZATION by
An algorithm for solving large nonlinear optimization problems with simple bounds is de scribed It is based on the gradient projection method and uses a limited memory BFGS matrix to approximate the Hessian of the objective function It is shown how to take advan tage of the form of the limited memory approximation to implement the algorithm e ciently The results of numerical tests on a set of l...
متن کاملA Limited Memory Algorithm for Bound Constrained Optimization
An algorithm for solving large nonlinear optimization problems with simple bounds is de scribed It is based on the gradient projection method and uses a limited memory BFGS matrix to approximate the Hessian of the objective function It is shown how to take advan tage of the form of the limited memory approximation to implement the algorithm e ciently The results of numerical tests on a set of l...
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1. Abstract Practical optimization problems often involve nonsmooth functions of hundreds or thousands of variables. As a rule, the variables in such large problems are restricted to certain meaningful intervals. In the report [Haarala, Mäkelä, 2006] we have described an efficient adaptive limited memory bundle method for large-scale nonsmooth, possibly nonconvex, bound constrained optimization...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 1995
ISSN: 1064-8275,1095-7197
DOI: 10.1137/0916069