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ANOR
2002

A Limited-Memory Multipoint Symmetric Secant Method for Bound Constrained Optimization

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A Limited-Memory Multipoint Symmetric Secant Method for Bound Constrained Optimization
A new algorithm for solving smooth large-scale minimization problems with bound constraints is introduced. The way of dealing with active constraints is similar to the one used in some recently introduced quadratic solvers. A limited-memory multipoint symmetric secant method for approximating the Hessian is presented. Positive-definiteness of the Hessian approximation is not enforced. A combination of trust-region and conjugategradient approaches is used to explore useful information. Global convergence is proved for a general model algorithm. Results of numerical experiments are presented.
Oleg P. Burdakov, José Mario Martíne
Added 16 Dec 2010
Updated 16 Dec 2010
Type Journal
Year 2002
Where ANOR
Authors Oleg P. Burdakov, José Mario Martínez, Elvio A. Pilotta
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