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  • Search: subject:"Large-scale minimization problems"
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Active set methods 1 Barzilai-Borwein gradient methods 1 Bound constrained minimization problems 1 Large-scale minimization problems 1 Nonmonotone Newton-type methods 1 Projected Newton-type methods 1
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Lucidi, S. 1 Pillo, G. 1 Santis, M. 1
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Computational Optimization and Applications 1
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An active set feasible method for large-scale minimization problems with bound constraints
Santis, M.; Pillo, G.; Lucidi, S. - In: Computational Optimization and Applications 53 (2012) 2, pp. 395-423
We are concerned with the solution of the bound constrained minimization problem {minf(x), l≤x≤u}. For the solution of this problem we propose an active set method that combines ideas from projected and nonmonotone Newton-type methods. It is based on an iteration of the form x <Superscript> k+1</Superscript>=[x <Superscript> k </Superscript>+α...</superscript></superscript>
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