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1. An active set limited memory BFGS algorithm for bound constrained optimization

Author

Yuan, Gonglin and Lu, Xiwen

Subjects
*CONSTRAINED optimization, *SET theory, *ALGORITHMS, *STOCHASTIC convergence, *NUMERICAL analysis, *MATHEMATICAL analysis
Abstract

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. [Copyright &y& Elsevier]

Published
2011
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