This remark describes an improvement and a correction to Algorithm 778. It is shown that the performance of the algorithm can be improved significantly by making a relatively simple modification to the subspace minimization phase. The correction concerns an error caused by the use of routine dpmeps to estimate machine precision.
|Original language||English (US)|
|Journal||ACM Transactions on Mathematical Software|
|State||Published - Nov 1 2011|
- Constrained optimization
- Nonlinear programming
ASJC Scopus subject areas
- Applied Mathematics