A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
نویسندگان
چکیده
منابع مشابه
A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
In this paper we propose a subspace limited memory quasi-Newton method for solving large-scale optimization with simple bounds on the variables. The limited memory quasi-Newton method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. The search direction consists of three parts: a subspace quasi-Ne...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1997
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-97-00866-1