KMS Of Academy of mathematics and systems sciences, CAS
A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization | |
Ni, Q; Yuan, Y | |
1997-10-01 | |
Source Publication | MATHEMATICS OF COMPUTATION |
ISSN | 0025-5718 |
Volume | 66Issue:220Pages:1509-1520 |
Abstract | 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. |
Keyword | subspace quasi-Newton method limited memory projected search large-scale problem bound constrained optimization |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:A1997YE06700007 |
Publisher | AMER MATHEMATICAL SOC |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/28917 |
Collection | 中国科学院数学与系统科学研究院 |
Affiliation | CHINESE 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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