Name
Title | ||
|---|---|---|
An active set quasi-Newton method with projected search for bound constrained minimization |
Abstract | ||
|---|---|---|
We analyze an active set quasi-Newton method for large scale bound constrained problems. Our approach combines the accurate active set identification function and the projected search. Both of these strategies permit fast change in the working set. The limited memory method is employed to update the inactive variables, while the active variables are updated by simple rules. A further division of the active set enables the global convergence of the new algorithm. Numerical tests demonstrate the efficiency and performance of the present strategy and its comparison with some existing active set strategies. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1016/j.camwa.2009.03.085 | Computers & Mathematics with Applications |
Keywords | Field | DocType |
accurate active set identification,limited memory method,gradient projection method,large scale,active set,active variable,existing active set strategy,bound constraints,projected search,global convergence,active set quasi-newton method,working set,inactive variable,large scale problems,quasi newton method | Convergence (routing),Numerical tests,Quasi-Newton method,Mathematical optimization,Working set,Active set method,Minification,Gradient projection,Mathematics | Journal |
Volume | Issue | ISSN |
58 | 1 | Computers and Mathematics with Applications |
Citations | PageRank | References |
0 | 0.34 | 15 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Li Sun | 1 | 64 | 3.99 |
| Guoping He | 2 | 91 | 13.59 |
| Yongli Wang | 3 | 34 | 4.83 |
| Liang Fang | 4 | 0 | 0.34 |