Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients

Abstract

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… (More)
DOI: 10.1023/A:1019928808826

Topics

1 Figure or Table

Cite this paper

@article{Birgin2002LargeScaleAB, title={Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients}, author={Ernesto G. Birgin and Jos{\'e} Mario Mart{\'i}nez}, journal={Comp. Opt. and Appl.}, year={2002}, volume={23}, pages={101-125} }