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An active set limited memory BFGS algorithm for large-scale bound constrained optimization. (English) Zbl 1145.90084
Summary: An active set limited memory BFGS algorithm for large-scale bound constrained optimization is proposed. The active sets are estimated by an identification technique. The search direction is determined by a lower dimensional system of linear equations in free subspace. The implementations of the method on CUTE test problems are described, which show the efficiency of the proposed algorithm.

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
Software:
TRON; KELLEY; L-BFGS; LBFGS-B
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