Journal
OPTIMIZATION
Volume 54, Issue 3, Pages 305-325Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02331930500100270
Keywords
bound-constrained optimization; projected gradient; spectral gradient; trust regions
Funding
- Fundacao de Amparo a Pesquisa do Estado de Sao Paulo (FAPESP) [01/04597-4] Funding Source: FAPESP
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A practical active-set method for bound-constrained minimization is introduced. Within the current face the classical Euclidian trust-region method is employed. Spectral projected gradient directions are used to abandon faces. Numerical results are presented.
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