A Limited-memory Multipoint Symmetric Secant Method For Bound Constrained Optimization

dc.creatorBurdakov O.P.
dc.creatorMartinez J.M.
dc.creatorPilotta E.A.
dc.date2002
dc.date2015-06-30T16:40:54Z
dc.date2015-11-26T15:31:46Z
dc.date2015-06-30T16:40:54Z
dc.date2015-11-26T15:31:46Z
dc.date.accessioned2018-03-28T22:40:13Z
dc.date.available2018-03-28T22:40:13Z
dc.identifier
dc.identifierAnnals Of Operations Research. , v. 117, n. 1-4, p. 51 - 70, 2002.
dc.identifier2545330
dc.identifier10.1023/A:1021561204463
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-1642543147&partnerID=40&md5=25eae5f0516204dd71cc3371243f1c33
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/101528
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/101528
dc.identifier2-s2.0-1642543147
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1262308
dc.descriptionA new algorithm for solving smooth large-scale minimization problems with bound constraints is introduced. The way of dealing with active constraints is similar to the one used in some recently introduced quadratic solvers. A limited-memory multipoint symmetric secant method for approximating the Hessian is presented. Positive-definiteness of the Hessian approximation is not enforced. A combination of trust-region and conjugate-gradient approaches is used to explore a useful negative curvature information. Global convergence is proved for a general model algorithm. Results of numerical experiments are presented.
dc.description117
dc.description1-4
dc.description51
dc.description70
dc.descriptionAndreani, R., Friedlander, A., Martínez, J.M., On the solution of finite-dimensional variational inequalities using smooth optimization with simple bounds (1997) Journal on Optimization Theory and Applications, 94, pp. 635-657
dc.descriptionAndreani, R., Martínez, J.M., On the solution of the extended linear complementarity problem (1998) Linear Algebra and Its Applications, 281, pp. 247-257
dc.descriptionAndreani, R., Martínez, J.M., On the reformulation of nonlinear complementarity problems using the Fischer Burmeister function (1999) Applied Mathematics Letters, 12, pp. 7-12
dc.descriptionAndreani, R., Martínez, J.M., Reformulation of variational inequalities on a simplex and the compactification of complementarity problems (2000) SIAM Journal on Optimization, 10, pp. 878-895
dc.descriptionBielschowsky, R., Friedlander, A., Gomes, F.A.M., Martínez, J.M., Raydan, M., An adaptive algorithm for bound constrained quadratic minimization (1998) Investigación Operativa, 7, pp. 67-102
dc.descriptionBiryukov, A.G., On the difference-approximation approach to the solution of systems of nonlinear equations (1983) Soviet Mathematics. Doklady, 17, pp. 660-664
dc.descriptionBjorck, A., (1996) Numerical Methods for Least-Squares Problems, , SIAM, Philadelphia
dc.descriptionBongartz, I., Conn, A.R., Gould, N.I.M., Toint, Ph.L., CUTE: Constrained and unconstrained testing environment (1995) ACM Transactions on Mathematical Software, 21, pp. 123-160
dc.descriptionBurdakov, O.P., Methods of secant type for systems of equations with symmetric Jacobian matrix (1983) Numerical Functional Analysis and Optimization, 6, pp. 183-195
dc.descriptionBurdakov, O.P., Stable versions of the secant method for solving systems of equations (1983) USSR Computational Mathematics and Mathematical Physics, 23, pp. 1-10
dc.descriptionBurdakov, O.P., On superlinear convergence of some stable variants of the secant method (1986) ZAMM, 66, pp. 615-622
dc.descriptionBurdakov, O.P., Stable symmetric secant methods with restarts (1991) Cybernetics, 27, pp. 390-396
dc.descriptionByrd, R.H., Lu, P., Nocedal, J., Zhu, C., A limited memory algorithm for bound constrained minimization (1995) SIAM Journal on Scientific Computing, 16, pp. 1190-1208
dc.descriptionByrd, R.H., Nocedal, J., Schnabel, R.B., Representations of quasi-Newton matrices and their use in limited memory methods (1994) Mathematical Programming, 63, pp. 129-156
dc.descriptionCalamai, P.H., Morá, J.J., Projected gradient methods for linearly constrained problems (1987) Mathematical Programming, 39, pp. 93-116
dc.descriptionConn, A.R., Gould, N.I.M., Toint, Ph.L., Global convergence of a class of trust region algorithms for optimization with simple bounds (1988) SIAM Journal on Numerical Analysis, 25, pp. 433-460
dc.descriptionConn, A.R., Gould, N.I.M., Toint, Ph.L., A globally convergent augmented Lagrangian algorithm for optimization with general constraints and simple bounds (1991) SIAM Journal on Numerical Analysis, 28, pp. 545-572
dc.descriptionConn, A.R., Gould, N.I.M., Toint, Ph.L., (1992) LANCELOT: A Fortran Package for Large-Scale Nonlinear Optimization (Release A), , Springer, Berlin
dc.descriptionConn, A.R., Gould, N.I.M., Toint, Ph.L., (2000) Trust-Region Methods, , SIAM-MPS
dc.descriptionDax, A., A modified Gram Schmidt algorithm with iterative orthogonalization and column pivoting (2000) Linear Algebra and Its Applications, 310, pp. 25-42
dc.descriptionDembo, R.S., Eisenstat, S.C., Steihaug, T., Inexact Newton methods (1982) SIAM Journal on Numerical Analysis, 19, pp. 400-408
dc.descriptionDennis, J.E., Schnabel, R.B., (1983) Numerical Methods for Unconstrained Optimization and Nonlinear Equations, , Prentice-Hall, New York
dc.descriptionDostál, Z., Box constrained quadratic programming with proportioning and projections (1997) SIAM Journal on Optimization, 7, pp. 871-887
dc.descriptionDostál, Z., Friedlander, A., Santos, S.A., Solution of contact problems using subroutine BOX-QUACAN (1997) Investigación Operativa, 7, pp. 13-22
dc.descriptionDostál, Z., Friedlander, A., Santos, S.A., Analysis of block structures by augmented Lagrangians with adaptive precision control (1997) Proceedings of GEOMECHANICS'96, pp. 175-180. , ed. Z. Rakowski (A.A. Balkema, Rotterdam)
dc.descriptionDostál, Z., Friedlander, A., Santos, S.A., Solution of coercive and semicoercive contact problems by FETI domain decomposition (1998) The Tenth International Conference on Domain Decomposition Methods, 218, pp. 82-93. , Boulder, CO, Contemporary Mathematics, eds. J. Mandel, C. Farhat and X. Cai
dc.descriptionDostál, Z., Friedlander, A., Santos, S.A., Augmented Lagrangians with adaptive precision control for quadratic programming with equality constraints (1999) Computational Optimization and Applications, 14, pp. 1-17
dc.descriptionDostál, Z., Friedlander, A., Santos, S.A., Malík, J., Analysis of semicoercive contact problems using symmetric BEM and augmented Lagrangians (1997) Engineering Analysis with Boundary Elements, 18, pp. 195-201
dc.descriptionDostál, Z., Gomes, F.A.M., Santos, S.A., Duality-based domain decomposition with natural coarse-space for variational inequalities (2000) Journal of Computational and Applied Mathematics, 126, pp. 397-415
dc.descriptionFacchinei, J., Júdice, J., Soares, J., An active set Newton algorithm for large scale nonlinear programs with box constraints (1998) SIAM Journal on Optimization, 8, pp. 158-186
dc.descriptionFriedlander, A., Martínez, J.M., On the numerical solution of bound constrained optimization problems (1989) RAIRO Operations Research, 23, pp. 319-341
dc.descriptionFriedlander, A., Martínez, J.M., New algorithms for maximization of concave functions with box constraints (1992) RAIRO Operations Research, 26, pp. 209-236
dc.descriptionFriedlander, A., Martínez, J.M., On the maximization of a concave quadratic function with box constraints (1994) SIAM Journal on Optimization, 4, pp. 177-192
dc.descriptionFriedlander, A., Martínez, J.M., Santos, S.A., A new trust region algorithm for bound constrained minimization (1994) Applied Mathematics and Optimization, 30, pp. 235-266
dc.descriptionGill, P.E., Leonard, M.W., Reduced-Hessian quasi-Newton methods for unconstrained optimization (2001) SIAM Journal on Optimization, 12, pp. 209-237
dc.descriptionGolub, G.H., Van Loan, C.F., (1989) Matrix Computations, , Johns Hopkins University Press
dc.descriptionKrejić, N., Martínez, J.M., Mello, M.P., Pilotta, E.A., Validation of an augmented Lagrangian algorithm with a Gauss-Newton Hessian approximation using a set of hard-spheres problems (2000) Computational Optimization and Applications, 16, pp. 247-263
dc.descriptionLin, C.J., Moré, J.J., Newton's method for large bound-constrained optimization problems (1999) SIAM Journal on Optimization, 9, pp. 1100-1127
dc.descriptionMartínez, J.M., Three new algorithms based on the sequential secant method (1979) BIT, 19, pp. 236-243
dc.descriptionMartínez, J.M., Pilotta, E.A., Raydan, M., Spectral gradient method for linearly constrained optimization (1999) Technical Report 22/99, , IMECC, University of Campinas (UNICAMP), Campinas, Brazil
dc.descriptionMoré, J.J., Thuente, D.J., Line search algorithms with guaranteed sufficient decrease (1994) ACM Transactions on Mathematical Software, 20, pp. 286-307
dc.descriptionOrtega, J.M., Rheinboldt, W., (1970) Iterative Solution of Nonlinear Equations in Several Variables, , Academic Press, New York
dc.descriptionRaydan, M., On the Barzilai and Borwein choice of steplength for the gradient method (1993) SIAM Journal on Optimization, 7, pp. 26-33
dc.descriptionSchnabel, R.B., Quasi-Newton methods using multiple secant equations (1983) Technical Report CU-CS-247-83, , Department of Computer Science, University of Colorado, Boulder, CO
dc.descriptionSteihaug, T., The conjugate gradient method and trust regions in large scale optimization (1983) SIAM Journal on Numerical Analysis, 20, pp. 626-637
dc.languageen
dc.publisher
dc.relationAnnals of Operations Research
dc.rightsfechado
dc.sourceScopus
dc.titleA Limited-memory Multipoint Symmetric Secant Method For Bound Constrained Optimization
dc.typeActas de congresos


Este ítem pertenece a la siguiente institución