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

Liqun Qi; Zengxin Wei; Gonglin Yuan

doi:10.1080/02331934.2011.603321

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 publication › Journal article › Academic research › peer-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 language	English
Pages (from-to)	857-878
Number of pages	22
Journal	Optimization
Volume	62
Issue number	7
DOIs	https://doi.org/10.1080/02331934.2011.603321
Publication status	Published - 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

More information

10.1080/02331934.2011.603321

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

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.",

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author = "Liqun Qi and Zengxin Wei and Gonglin Yuan",

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AU - Qi, Liqun

AU - Wei, Zengxin

AU - Yuan, Gonglin

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AB - 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.

KW - active set

KW - global convergence

KW - limited memory method

KW - nonsmooth equations

KW - trust region

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DO - 10.1080/02331934.2011.603321

M3 - Journal article

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JO - Optimization

JF - Optimization

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

Abstract

Keywords

ASJC Scopus subject areas

More information

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