| Autor: |
Shummin Nakayama, Yasushi Narushima, Hiroaki Nishio, Hiroshi Yabe |
| Jazyk: |
angličtina |
| Rok vydání: |
2021 |
| Předmět: |
|
| Zdroj: |
Results in Control and Optimization, Vol 3, Iss , Pp 100012- (2021) |
| Druh dokumentu: |
article |
| ISSN: |
2666-7207 |
| DOI: |
10.1016/j.rico.2021.100012 |
| Popis: |
In this paper, we consider an active-set algorithm for solving large-scale bound constrained optimization problems. First, by incorporating a restart technique, we modify the active-set strategy by Yuan and Lu (2011) and combine it with the memoryless quasi-Newton method based on a modified spectral-scaling Broyden family. Then, we propose an algorithm of our method with the framework of the Armijo line search, and show its global convergence. Finally, we illustrate some numerical experiments to investigate how the parameter choice in our method affects numerical performance. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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