On the numerical solution of bound constrained optimization problems
Ana Friedlander, José Mario Martínez (1989)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Ana Friedlander, José Mario Martínez (1989)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
José Mario Martínez, Sandra Augusta Santos (1997)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
J. F. Bonnans, M. Bouhtou (1995)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Zdeněk Dostál (1999)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
Similarity:
Jiao, Hongwei, Feng, Qigao, Shen, Peiping, Guo, Yunrui (2008)
Mathematical Problems in Engineering
Similarity:
Wei, Z., Qi, L., Birge, J.R. (1998)
Journal of Inequalities and Applications [electronic only]
Similarity:
D. Benterki, B. Merikhi (2001)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.
Li Sun, Guoping He, Yongli Wang, Changyin Zhou (2011)
Applications of Mathematics
Similarity:
A new algorithm for solving large scale bound constrained minimization problems is proposed. The algorithm is based on an accurate identification technique of the active set proposed by Facchinei, Fischer and Kanzow in 1998. A further division of the active set yields the global convergence of the new algorithm. In particular, the convergence rate is superlinear without requiring the strict complementarity assumption. Numerical tests demonstrate the efficiency and performance of the...