1999
DOI: 10.1137/s1064827595289108
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A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems

Abstract: Abstract.A subspace adaptation of the Coleman-Li trust region and interior method is proposed for solving large-scale bound-constrained minimization problems. This method can be implemented with either sparse Cholesky factorization or conjugate gradient computation. Under reasonable conditions the convergence properties of this subspace trust region method are as strong as those of its full-space version.Computational performance on various large-scale test problems are reported; advantages of our approach are… Show more

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Cited by 793 publications
(510 citation statements)
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References 11 publications
(13 reference statements)
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“…The experimental data for comparison has been extracted from Krier et al (2012). The density used in the calculations is N = 10 14 carriers/cm 3 Optimization Toolbox solvers is to restrict the trust-region subproblem to a two-dimensional subspace S (Branch et al 1999;Byrd et al 1988). Once the subspace S has been computed, the work to solve Eq.…”
Section: Numerical Methods and Resultsmentioning
confidence: 99%
“…The experimental data for comparison has been extracted from Krier et al (2012). The density used in the calculations is N = 10 14 carriers/cm 3 Optimization Toolbox solvers is to restrict the trust-region subproblem to a two-dimensional subspace S (Branch et al 1999;Byrd et al 1988). Once the subspace S has been computed, the work to solve Eq.…”
Section: Numerical Methods and Resultsmentioning
confidence: 99%
“…For each model, the best fit is obtained via the Trust Region Reflective ("trf") algorithm for optimization, well suited to efficiently explore the whole space of variables for a boundconstrained minimization problem (Branch et al 1999). In App.…”
Section: Fitting Methodsmentioning
confidence: 99%
“…In fact, the NLCO problem (20) only has three independent variables. Many optimisation methods in [5,24,26,[36][37][38][39][40][41][42][43][44][45][46] include the classical algorithms and intelligent algorithms such as Newton's method, quasi-Newton method, conjugate gradient method, convergent descent method, Lagrange method, interior point method, GA, immune algorithm and particle swarm algorithm that are often used to solve the optimisation problem. These methods are well established to solve the NLCO problem.…”
Section: Robust Optimal Controller Designmentioning
confidence: 99%