文献类型：期刊文献

英文题名：An active set limited memory BFGS algorithm for bound constrained optimization

作者：Yuan, Gonglin[1];Lu, Xiwen[2]

机构：[1]Guangxi Univ, Dept Math & Informat Sci, Nanning 530004, Guangxi, Peoples R China;[2]E China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China

年份：2011

卷号：35

期号：7

起止页码：3561

外文期刊名：APPLIED MATHEMATICAL MODELLING

收录：;EI(收录号：20111413891795);WOS:【SCI-EXPANDED(收录号:WOS:000290190800036)】；

基金：This work is supported by China NSF Grands 10761001 and the Scientific Research Foundation of Guangxi University (Grant No. X081082).

语种：英文

外文关键词：Constrained optimization; Limited memory BFGS method; Global convergence

摘要：In this paper, an active set limited BFGS algorithm is proposed for bound constrained optimization. The global convergence will be established under some suitable conditions. Numerical results show that the given method is effective. (C) 2011 Elsevier Inc. All rights reserved.