An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations

Liqun Qi, Zengxin Wei, Gonglin Yuan

Research output: Journal article publicationJournal articleAcademic researchpeer-review

4 Citations (Scopus)

Abstract

In this article, by means of an active set and limited memory strategy, we propose a trust-region method for box-constrained nonsmooth equations. The global convergence and the superlinear convergence are established under suitable conditions.
Original languageEnglish
Pages (from-to)857-878
Number of pages22
JournalOptimization
Volume62
Issue number7
DOIs
Publication statusPublished - 1 Jul 2013

Keywords

  • active set
  • global convergence
  • limited memory method
  • nonsmooth equations
  • trust region

ASJC Scopus subject areas

  • Applied Mathematics
  • Control and Optimization
  • Management Science and Operations Research

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