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|Type:||Artigo de periódico|
|Title:||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 convergence is proved. A computer implementation is fully described and a numerical comparison assesses the reliability of the new algorithm.|
Spectral Projected Gradient
|Editor:||Kluwer Academic Publ|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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