An active-set memoryless quasi-Newton method based on a spectral-scaling Broyden family for bound constrained optimization

In this paper, we consider an active-set algorithm for solving large-scale bound constrained optimization problems. First, by incorporating a restart technique, we modify the active-set strategy by Yuan and Lu (2011) and combine it with the memoryless quasi-Newton method based on a modified spectral...

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Bibliographic Details
Main Authors: Shummin Nakayama, Yasushi Narushima, Hiroaki Nishio, Hiroshi Yabe
Format: Article
Language:English
Published: Elsevier 2021-06-01
Series:Results in Control and Optimization
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2666720721000060