A Limited-Memory Quasi-Newton Algorithm for Bound-Constrained Nonsmooth Optimization

We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with a variant of the weak Wolfe line search. The key ingred...

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Hauptverfasser:	Keskar, Nitish Shirish, Waechter, Andreas
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control
Online-Zugang:	Volltext bestellen
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