CSpace
A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
Ni, Q; Yuan, Y
1997-10-01
Source PublicationMATHEMATICS OF COMPUTATION
ISSN0025-5718
Volume66Issue:220Pages:1509-1520
AbstractIn 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-Newton direction, and two subspace gradient and modified gradient directions. Our algorithm can be applied to large-scale problems as there is no need to solve any subproblems. The global convergence of the method is proved and some numerical results are also given.
Keywordsubspace quasi-Newton method limited memory projected search large-scale problem bound constrained optimization
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:A1997YE06700007
PublisherAMER MATHEMATICAL SOC
Citation statistics
Cited Times:41[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28917
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI,INST COMPUTAT MATH & SCI ENGN COMP,LSEC,POB 2719,BEIJING 100080,PEOPLES R CHINA
Recommended Citation
GB/T 7714
Ni, Q,Yuan, Y. A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization[J]. MATHEMATICS OF COMPUTATION,1997,66(220):1509-1520.
APA Ni, Q,&Yuan, Y.(1997).A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization.MATHEMATICS OF COMPUTATION,66(220),1509-1520.
MLA Ni, Q,et al."A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization".MATHEMATICS OF COMPUTATION 66.220(1997):1509-1520.
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