Article ID Journal Published Year Pages File Type
1704754 Applied Mathematical Modelling 2011 13 Pages PDF
Abstract

In this paper, an active set limited BFGS algorithm is proposed for bound constrained optimization. The global convergence will be established under some suitable conditions. Numerical results show that the given method is effective.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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An active set limited memory BFGS algorithm for bound constrained optimization
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