Journal
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Volume 23, Issue 1, Pages 101-125Publisher
SPRINGER
DOI: 10.1023/A:1019928808826
Keywords
box-constrained minimization; numerical methods; active-set strategies; Spectral Projected Gradient
Ask authors/readers for more resources
A new active-set method for smooth box-constrained minimization is introduced. The algorithm combines an unconstrained method, including a new line-search which aims to add many constraints to the working set at a single iteration, with a recently introduced technique (spectral projected gradient) for dropping constraints from the working set. Global convergence is proved. A computer implementation is fully described and a numerical comparison assesses the reliability of the new algorithm.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available