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Type: Artigo de periódico
Title: Large-scale active-set box-constrained optimization method with spectral projected gradients
Author: Birgin, EG
Martinez, JM
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.
Subject: box-constrained minimization
numerical methods
active-set strategies
Spectral Projected Gradient
Country: Holanda
Editor: Kluwer Academic Publ
Rights: fechado
Identifier DOI: 10.1023/A:1019928808826
Date Issue: 2002
Appears in Collections:Unicamp - Artigos e Outros Documentos

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