An active set limited memory BFGS algorithm for bound constrained optimization

作者：Yuan, Gonglin^*; Lu, Xiwen

来源：Applied Mathematical Modelling, 2011, 35(7): 3561-3573.

DOI：10.1016/j.apm.2011.01.036

• Constrained optimization
• Limited memory BFGS method
• Global convergence

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.

• 出版日期2011-7
• 单位华东理工大学; 广西大学