کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641447 1341309 2008 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
چکیده انگلیسی

In this paper, a subspace limited memory BFGS algorithm for solving large-scale bound constrained optimization problems is developed. It is modifications of the subspace limited memory quasi-Newton method proposed by Ni and Yuan [Q. Ni, Y.X. Yuan, A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization, Math. Comput. 66 (1997) 1509–1520]. An important property of our proposed method is that more limited memory BFGS update is used. Under appropriate conditions, the global convergence of the method is established. The implementations of the method on CUTE test problems are presented, which indicate the modifications are beneficial to the performance of the algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 222, Issue 2, 15 December 2008, Pages 429–439
نویسندگان
, ,