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An Active Set Modified Polak-RibiƩre-Polyak Method for Large-Scale Nonlinear Bound Constrained Optimization.
- Source :
-
Journal of Optimization Theory & Applications . Dec2012, Vol. 155 Issue 3, p1084-1094. 11p. - Publication Year :
- 2012
-
Abstract
- In this paper, we propose an active set modified Polak-Ribiére-Polyak method for solving large-scale optimization with simple bounds on the variables. The active set is guessed by an identification technique at each iteration and the recently developed modified Polak-Ribiére-Polyak method is used to update the variables with indices outside of the active set. Under appropriate conditions, we show that the proposed method is globally convergent. Numerical experiments are presented using box constrained problems in the CUTEr test problem libraries. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 155
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 83634612
- Full Text :
- https://doi.org/10.1007/s10957-012-0091-9