A box-constrained optimization algorithm with negative curvature directions and spectral projected gradients
نویسنده
چکیده
A practical algorithm for box-constrained optimization is introduced. The algorithm combines an active-set strategy with spectral projected gradient iterations. In the interior of each face a strategy that deals efficiently with negative curvature is employed. Global convergence results are given. Numerical results are presented.
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تاریخ انتشار 2001