An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations

被引：4

作者：

Qi, Liqun ^{[1
]}

Wei, Zengxin ^{[2
]}

Yuan, Gonglin ^{[2
]}

机构：

[1] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China

[2] Guangxi Univ, Dept Math & Informat Sci, Nanning 530004, Guangxi, Peoples R China

来源：

OPTIMIZATION | 2013年 / 62卷 / 07期

关键词：

nonsmooth equations; limited memory method; trust region; active set; global convergence; 65K05; 90C26; VARIATIONAL INEQUALITY; COMPLEMENTARITY;

D O I：

10.1080/02331934.2011.603321

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this article, by means of an active set and limited memory strategy, we propose a trust-region method for box-constrained nonsmooth equations. The global convergence and the superlinear convergence are established under suitable conditions.

引用

页码：857 / 878

页数：22

共 47 条

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