A Subspace Limited Memory BFGS Algorithm For Box Constrained Optimization

Wei Zengxin(zxweigxu.edu.cn)
Wu Yanlin(wyl-kk163.com)
Yuan Gonglin(glyuangxu.edu.cn)

Abstract: In this paper, a subspace limited BFGS algorithm is proposed for bound constrained optimization. The global convergence will be established under some suitable conditions. Numerical results show that this method is more competitive than the normal method does.

Keywords: box constrained optimization; limited memory BFGS method; global convergence.

Category 1: Nonlinear Optimization (Bound-constrained Optimization )

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Entry Submitted: 08/25/2008
Entry Accepted: 08/26/2008
Entry Last Modified: 08/25/2008

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