A Subspace Limited Memory BFGS Algorithm For Box Constrained Optimization

  • Yuan Gonglin
  • Wu Yanlin
  • Wei Zengxin
    • Categories Bound-constrained Optimization Short URL: https://optimization-online.org/?p=10520

    In this paper, a subspace limited BFGS algorithm is proposed for bound constrained optimization. The global convergence will be established under some suitable conditions. Numerical results show that this method is more competitive than the normal method does.

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