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Yuan Gonglin

A Subspace Limited Memory BFGS Algorithm For Box Constrained Optimization

Published: 2008/08/25
  • Yuan Gonglin
  • Wu Yanlin
  • Wei Zengxin
Categories Bound-constrained Optimization

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. ArticleDownload View PDF

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alternating direction method of multipliers augmented lagrangian method benders decomposition bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity constrained optimization convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming multiobjective optimization nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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