Artículos de revistas
Large-scale active-set box-constrained optimization method with spectral projected gradients
Registro en:
Computational Optimization And Applications. Kluwer Academic Publ, v. 23, n. 1, n. 101, n. 125, 2002.
0926-6003
WOS:000177589400006
10.1023/A:1019928808826
Autor
Birgin, EG
Martinez, JM
Institución
Resumen
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. 23 1 101 125