A limited-memory algorithm for bound-constrained optimization [electronic resource].
- Washington, D.C. : United States. Dept. of Energy, 1996.
Oak Ridge, Tenn. : Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy.
- Physical Description:
- 22 pages : digital, PDF file
- Additional Creators:
- Argonne National Laboratory, United States. Department of Energy, and United States. Department of Energy. Office of Scientific and Technical Information
- Restrictions on Access:
- Free-to-read Unrestricted online access
- 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 efficiently. The results of numerical tests on a set of large problems are reported.
- Report Numbers:
- E 1.99:mcs--p404-1293
- Other Subject(s):
- Published through SciTech Connect.
Byrd, R.H.; Peihuang, L.; Nocedal, J.
- Funding Information:
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