A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization

CSpace

	A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
	Ni, Q; Yuan, Y
	1997-10-01
发表期刊	MATHEMATICS OF COMPUTATION
ISSN	0025-5718
卷号	66 期号:220 页码:1509-1520
摘要	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-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.
关键词	subspace quasi-Newton method limited memory projected search large-scale problem bound constrained optimization
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:A1997YE06700007
出版者	AMER MATHEMATICAL SOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28917
专题	中国科学院数学与系统科学研究院
通讯作者	Ni, Q
作者单位	CHINESE ACAD SCI,INST COMPUTAT MATH & SCI ENGN COMP,LSEC,POB 2719,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 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.