BOXSTEP METHOD FOR LARGE-SCALE OPTIMIZATION

被引:96
|
作者
MARSTEN, RE
HOGAN, WW
BLANKENSHIP, JW
机构
[1] MIT,CAMBRIDGE,MA 02139
[2] INST DEF ANAL,ARLINGTON,VA 22202
[3] FED ENERGY ADM,WASHINGTON,DC
关键词
ALGORITHMIC CONTINUUM - OPTIMIZATION;
D O I
10.1287/opre.23.3.389
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
A new strategy is presented for large-scale optimization. The BOXSTEP method creates an algorithmic continuum between feasible-directions methods and cutting-plane methods. Several specific applications are described and computational results are reported.
引用
收藏
页码:389 / 405
页数:17
相关论文
共 50 条
  • [1] A SUBSPACE METHOD FOR LARGE-SCALE EIGENVALUE OPTIMIZATION
    Kangal, Fatih
    Meerbergen, Karl
    Mengi, Emre
    Michiels, Wim
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2018, 39 (01) : 48 - 82
  • [2] RPCGB Method for Large-Scale Global Optimization Problems
    Ettahiri, Abderrahmane
    El Mouatasim, Abdelkrim
    AXIOMS, 2023, 12 (06)
  • [3] A Composite Decomposition Method for Large-Scale Global Optimization
    Tian M.
    Chen M.
    Du W.
    Tang Y.
    Jin Y.
    Yen G.G.
    IEEE Transactions on Artificial Intelligence, 2024, 5 (12): : 1 - 15
  • [4] A REDUCED HESSIAN METHOD FOR LARGE-SCALE CONSTRAINED OPTIMIZATION
    BIEGLER, LT
    NOCEDAL, J
    SCHMID, C
    SIAM JOURNAL ON OPTIMIZATION, 1995, 5 (02) : 314 - 347
  • [5] A decomposition method for large-scale box constrained optimization
    Yu, Jing
    Li, Mingqiang
    Wang, Yongli
    He, Guoping
    APPLIED MATHEMATICS AND COMPUTATION, 2014, 231 : 9 - 15
  • [6] Distributed Newton Method for Large-Scale Consensus Optimization
    Tutunov, Rasul
    Bou-Ammar, Haitham
    Jadbabaie, Ali
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 64 (10) : 3983 - 3994
  • [7] ON THE LIMITED MEMORY BFGS METHOD FOR LARGE-SCALE OPTIMIZATION
    LIU, DC
    NOCEDAL, J
    MATHEMATICAL PROGRAMMING, 1989, 45 (03) : 503 - 528
  • [8] LARGE-SCALE OPTIMIZATION - FOREWORD
    CONN, AR
    GOULD, N
    TOINT, PL
    MATHEMATICAL PROGRAMMING, 1989, 45 (03) : R3 - R4
  • [9] LARGE-SCALE SYSTEM OPTIMIZATION
    OSTROVSKY, GM
    MIKHAILOVA, YM
    BEREZHINSKY, TA
    COMPUTERS & CHEMICAL ENGINEERING, 1986, 10 (02) : 123 - 128
  • [10] LARGE-SCALE UNCONSTRAINED OPTIMIZATION
    SHANNO, DF
    COMPUTERS & CHEMICAL ENGINEERING, 1983, 7 (05) : 569 - 574