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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.

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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