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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/7182
Title: A Subspace, Interior, and Conjugate Gradient Method for Large-ScaleBound-Constrained Minimization Problems
Authors: Branch, Mary Ann
Coleman, Thomas F.
Li, Yuying
Keywords: computer science
technical report
Issue Date: Jul-1995
Publisher: Cornell University
Citation: http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR95-1525
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 demonstrated. Our experience indicates our proposed method represents an efficient way to solve large-scale bound-constrained minimization problems.
URI: http://hdl.handle.net/1813/7182
Appears in Collections:Computer Science Technical Reports

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