An active set limited memory BFGS algorithm for bound constrained optimization

Applied Mathematical Modelling

Volumn 35, Issue 7, 2011, Pages 3561-3573

  Yuan, Gonglin ^a   Lu, Xiwen ^b  

^a GUANGXI UNIVERSITY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Constrained optimization; Global convergence; Limited memory BFGS method

Indexed keywords

ACTIVE SETS; BFGS ALGORITHM; BOUND CONSTRAINED OPTIMIZATION; GLOBAL CONVERGENCE; LIMITED MEMORY; LIMITED MEMORY BFGS METHOD; NUMERICAL RESULTS;

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS;

CONSTRAINED OPTIMIZATION;

EID: 79953191387     PISSN: 0307904X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apm.2011.01.036     Document Type: Article

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