On The Implementation Of An Algorithm For Large-Scale Equality Constrained Optimization (1998)
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| Venue: | SIAM Journal on Optimization |
| Citations: | 49 - 12 self |
BibTeX
@ARTICLE{Lalee98onthe,
author = {Marucha Lalee and Jorge Nocedal and Todd Plantenga},
title = {On The Implementation Of An Algorithm For Large-Scale Equality Constrained Optimization},
journal = {SIAM Journal on Optimization},
year = {1998},
volume = {8},
pages = {682--706}
}
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Abstract
.<F3.833e+05> This paper describes a software implementation of Byrd and Omojokun's trust region algorithm for solving nonlinear equality constrained optimization problems. The code is designed for the e#cient solution of large problems and provides the user with a variety of linear algebra techniques for solving the subproblems occurring in the algorithm. Second derivative information can be used, but when it is not available, limited memory quasi-Newton approximations are made. The performance of the code is studied using a set of di#cult test problems from the CUTE collection.<F4.005e+05> Key words.<F3.833e+05> minimization, nonlinear optimization, large-scale optimization, constrained optimization, trust region methods, quasi-Newton methods<F4.005e+05> AMS subject classifications.<F3.833e+05> 65K05, 90C30<F4.005e+05> PII.<F3.833e+05> S1052623493262993<F4.71e+05> 1. Introduction.<F4.578e+05> This paper describes the implementation and testing of an algorithm for solving large nonlin...
Keyphrases
large-scale equality constrained optimization large problem key word am subject classification nonlinear equality nonlinear optimization cute collection trust region method optimization problem trust region algorithm limited memory quasi-newton approximation large nonlin quasi-newton method f4 di cult test problem linear algebra technique cient solution software implementation second derivative information large-scale optimization s1052623493262993 f4
