Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients
نویسندگان
چکیده
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.
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عنوان ژورنال:
- Comp. Opt. and Appl.
دوره 23 شماره
صفحات -
تاریخ انتشار 2002