| 大规模有界约束优化中带非单调线搜索的子空间有限记忆BFGS方法 |
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| 引用本文： | 杨素敏.大规模有界约束优化中带非单调线搜索的子空间有限记忆BFGS方法[J].科技信息,2012(13):36-37. |
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| 作者姓名： | 杨素敏 |
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| 作者单位： | 广西机电职业技术学院,广西南宁530007 |
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| 摘 要： | 本文提出了一个大规模有界约束优化的积极集算法。积极集利用ε-近似技术识别。搜索方向有两部分构成：非积极变量所在空间的搜索方向采用有限记忆BFGS方法计算;另一部分通过一个显式计算。最后,在较弱条件下,证明了算法具有全局收敛性。
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| 关 键 词： | 积极集算法 有界约束优化 非单调线搜索 非积极集变量 全局收敛 |
A Subspace Limited Memory BFGS Method with Nonmonotone Line Search for Large Scale Bound Constrained Problem |
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| YANG Su-min.A Subspace Limited Memory BFGS Method with Nonmonotone Line Search for Large Scale Bound Constrained Problem[J].Science,2012(13):36-37. |
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| Authors: | YANG Su-min |
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| Institution: | YANG Su-min(Guangxi Technological College of Machinery and Electricity,Nanning Guangxi,530007) |
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| Abstract: | An active set algorithm for large scale bound constrained minimization is proposed in this paper.The active sets are estimated by an ε approximation identification technique.The search direction consists of two parts： in the subspace spanned by inactive variables,the search direction is defined by the limited memory BFGS method,the other part is defined by the subspace simple formulation.Finally,the global convergence is proved under mild condition. |
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| Keywords: | Active set algorithm Bound constrained optimization Nonmonotone line search Inactive variables Global convergence |
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