A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
文献类型：期刊论文
| 作者 | Ni, Q; Yuan, Y |
| 刊名 | MATHEMATICS OF COMPUTATION
 |
| 出版日期 | 1997-10-01 |
| 卷号 | 66期号:220页码:1509-1520 |
| 关键词 | subspace quasi-Newton method limited memory projected search large-scale problem bound constrained optimization |
| ISSN号 | 0025-5718 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:A1997YE06700007 |
| 出版者 | AMER MATHEMATICAL SOC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/28916]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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