Ni, Q.; Yuan, Y. SLMQN: A Fortran code of subspace limited memory quasi-Newton method for large-scale bound constrained nonlinear optimization. (English. Chinese original) Zbl 0910.65044 Chin. J. Numer. Math. Appl. 20, No. 1, 1-8 (1998); translation from J. Numer. Methods Comput. Appl. 18, No. 3, 173-179 (1997). Summary: SLMQN is a subspace limited memory quasi-Newton algorithm for solving large-scale bound constrained nonlinear programming problems. The algorithm is suitable to those large problems in which the Hessian matrix is difficult to compute or is dense, or the number of variables is too large to store and compute an \(n\times n\) matrix. Due to less storage requirement, this algorithm can be used in PCs for solving medium-sized and large problems. The algorithm is implemented in Fortran 77. Cited in 1 Document MSC: 65K05 Numerical mathematical programming methods 90C30 Nonlinear programming 65Y15 Packaged methods for numerical algorithms Keywords:code SLMQN; subspace limited memory quasi-Newton algorithm; large-scale bound constrained nonlinear programming problems Software:SLMQN PDFBibTeX XML