A new trust region algorithm for bound constrained minimization
Tóm tắt
Từ khóa
Tài liệu tham khảo
Conn AR, Gould NIM, Toint PhL (1988) Global convergence of a class of trust-region algorithms for optimization with simple bounds. SIAM Journal on Numerical Analysis 25:433?460.See also SIAM Journal on Numerical Analysis 26:764-767 (1989).
Conn AR, Gould NIM, Toint PhL (1988) Testing a class of methods for solving minimization problems with simple bounds on the variables. Mathematics of Computation 50:399?430.
Conn AR, Gould NIM, Toint PhL (1990) A comprehensive description of LANCELOT. Technical Report of the Department of Mathematics, FUNDP, Namur, Belgium.
Conn AR, Gould NIM, Toint PhL (1988) A globally convergent augmented Lagrangian algorithm for optimization with general constraints and simple bounds. SIAM Journal on Numerical Analysis 28:545?572.
Dembo RS, Tulowitzki U (1987) On the minimization of quadratic functions subject to box constraints. Working paper series B-71, School of Organization and Management, Yale University.
Dennis JE, Schnabel RB (1983) Numerical methods for unconstrained optimization and nonlinear equations, Prentice-Hall, Englewood Cliffs, NJ.
Fletcher R (1987) Practical Methods of Optimization, 2nd edn. Wiley, Chichester.
Friedlander A, Martinez JM (1994) On the maximization of a concave quadratic with box constraints. SIAM Journal on Optimization 4(1).
Friedlander A, Martínez JM, Santos SA (1994) On the resolution of large scale linearly constrained convex minimization problems. SIAM Journal on Optimization 4(2).
Golub GH, Van Loan Ch (1989) Matrix Computations. The Johns Hopkins University Press, Baltimore.
Moré JJ (1983) Recent development in algorithms and software for trust-region methods. Mathematical Programming Bonn 1982. The State of Art (A. Bachem, M. Grötschel and B. Korte, eds.). Springer-Verlag, New York.
Moré JJ, Toraldo G (1989) Algorithms for bound constrained quadratic programming problems. Numerische Mathematik 55:377?400.
Moré JJ, Toraldo G (1991) On the solution of large quadratic programming problems with bound constraints. SIAM Journal on Optimization 1:93?113.