TAOBQNLS#

Bounded Quasi-Newton Line Search method for nonlinear minimization with bound constraints. This method approximates the action of the inverse-Hessian with a limited memory quasi-Newton formula. The quasi-Newton matrix and its options are accessible via the prefix -tao_bqnls_

Options Database Keys#

  • -tao_bnk_max_cg_its - maximum number of bounded conjugate-gradient iterations taken in each Newton loop

  • -tao_bnk_as_type - active-set estimation method (“none”, “bertsekas”)

  • -tao_bnk_epsilon - (developer) tolerance for small pred/actual ratios that trigger automatic step acceptance

  • -tao_bnk_as_tol - (developer) initial tolerance used in estimating bounded active variables (-as_type bertsekas)

  • -tao_bnk_as_step - (developer) trial step length used in estimating bounded active variables (-as_type bertsekas)

See Also#

TAOBNK

Level#

beginner

Location#

src/tao/bound/impls/bqnls/bqnls.c


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