A Limited Memory Algorithm for Bound Constrained Optimization
نویسندگان
چکیده
An algorithm for solving large nonlinear optimization problems with simple bounds is de scribed It is based on the gradient projection method and uses a limited memory BFGS matrix to approximate the Hessian of the objective function It is shown how to take advan tage of the form of the limited memory approximation to implement the algorithm e ciently The results of numerical tests on a set of large problems are reported
منابع مشابه
An Exact Algorithm for the Mode Identity Project Scheduling Problem
In this paper we consider the non-preemptive variant of a multi-mode resource constrained project scheduling problem (MRCPSP) with mode identity, in which a set of project activities is partitioned into disjoint subsets while all activities forming one subset have to be processed in the same mode. We present a depth-first branch and bound algorithm for the resource constrained project schedulin...
متن کاملAn Algorithm Based on Theory of Constraints and Branch and Bound for Solving Integrated Product-Mix-Outsourcing Problem
One of the most important decision making problems in many production systems is identification and determination of products and their quantities according to available resources. This problem is called product-mix. However, in the real-world situations, for existing constrained resources, many companies try to provide some products from external resources to achieve more profits. In this pape...
متن کاملA LIMITED MEMORY ALGORITHM FOR BOUND CONSTRAINED OPTIMIZATION by
An algorithm for solving large nonlinear optimization problems with simple bounds is de scribed It is based on the gradient projection method and uses a limited memory BFGS matrix to approximate the Hessian of the objective function It is shown how to take advan tage of the form of the limited memory approximation to implement the algorithm e ciently The results of numerical tests on a set of l...
متن کاملA Multi-Mode Resource-Constrained Optimization of Time-Cost Trade-off Problems in Project Scheduling Using a Genetic Algorithm
In this paper, we present a genetic algorithm (GA) for optimization of a multi-mode resource constrained time cost trade off (MRCTCT) problem. The proposed GA, each activity has several operational modes and each mode identifies a possible executive time and cost of the activity. Beyond earlier studies on time-cost trade-off problem, in MRCTCT problem, resource requirements of each execution mo...
متن کاملA Limited-Memory Multipoint Symmetric Secant Method for Bound Constrained Optimization
A new algorithm for solving smooth large-scale minimization problems with bound constraints is introduced. The way of dealing with active constraints is similar to the one used in some recently introduced quadratic solvers. A limited-memory multipoint symmetric secant method for approximating the Hessian is presented. Positive-definiteness of the Hessian approximation is not enforced. A combina...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 16 شماره
صفحات -
تاریخ انتشار 1995