An active-set algorithm for solving large-scale nonsmooth optimization models with box constraints
نویسندگان
چکیده
منابع مشابه
An active-set algorithm for solving large-scale nonsmooth optimization models with box constraints
It is well known that the active set algorithm is very effective for smooth box constrained optimization. Many achievements have been obtained in this field. We extend the active set method to nonsmooth box constrained optimization problems, using the Moreau-Yosida regularization technique to make the objective function smooth. A limited memory BFGS method is introduced to decrease the workload...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2018
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0189290