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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2021-06-01
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Series: | Results in Control and Optimization |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2666720721000060 |