A LIMITED - MEMORY ALGORITHM FORBOUND - CONSTRAINED OPTIMIZATIONbyRichard
نویسندگان
چکیده
An algorithm for solving large nonlinear optimization problems with simple bounds is described. It is based on the gradient projection method and uses a limited-memory BFGS matrix to approximate the Hessian of the objective function. We show how to take advantage of the form of the limited-memory approximation to implement the algorithm eeciently. The results of numerical tests on a set of large problems are reported.
منابع مشابه
A Limited - Memory Algorithm Forbound - Constrained
An algorithm for solving large nonlinear optimization problems with simple bounds is described. It is based on the gradient projection method and uses a limited-memory BFGS matrix to approximate the Hessian of the objective function. We show how to take advantage of the form of the limited-memory approximation to implement the algorithm eeciently. The results of numerical tests on a set of larg...
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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...
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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...
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