A limited memory quasi-Newton trust-region method for box constrained optimization

Farzad Rahpeymaii; Morteza Kimiaei; Alireza Bagheri

doi:10.1016/j.cam.2016.02.026

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A limited memory quasi-Newton trust-region method for box constrained optimization

Farzad Rahpeymaii Morteza Kimiaei Alireza Bagheri

Year: 2016 Journal: Journal of Computational and Applied Mathematics Vol: 303 Pages: 105-118 Publisher: Elsevier BV

DOI: 10.1016/j.cam.2016.02.026

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Keywords:

Trust region Mathematics Newton's method Constrained optimization problem Mathematical optimization Quasi-Newton method Applied mathematics Optimization problem Nonlinear system Computer science

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Advanced Optimization Algorithms Research

Physical Sciences → Mathematics → Numerical Analysis

Matrix Theory and Algorithms

Physical Sciences → Computer Science → Computational Theory and Mathematics

Iterative Methods for Nonlinear Equations

Physical Sciences → Mathematics → Numerical Analysis

A limited memory quasi-Newton trust-region method for box constrained optimization

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