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Type: Artigo de periódico
Title: Numerical analysis of leaving-face parameters in bound-constrained quadratic minimization
Author: Diniz-Ehrhardt, MA
Gomes-Ruggiero, MA
Santos, SA
Abstract: In this work we focus our attention on the quadratic subproblem of trust-region algorithms for large-scale bound-constrained minimization. An approach that combines a mild active set strategy with gradient projection techniques is employed in the solution of targe-scale bound-constrained quadratic problems. To fill in some gaps that have appeared in previous work, we propose and analyze heuristics which dynamically choose the parameters in charge of the decision of leaving or not the current face of the feasible set. The numerical analysis is based on problems from CUTE collection and randomly generated convex problems with controlled conditioning and degeneracy. The practical consequences of an appropriate decision of such parameters have shown to be crucial, particularly when dual degenerate problems are solved.
Subject: numerical tests
large-scale problems
bound-constrained quadratic minimization
Country: EUA
Editor: Gordon Breach Publishing, Taylor & Francis Group
Rights: fechado
Identifier DOI: 10.1080/10556780108805810
Date Issue: 2001
Appears in Collections:Unicamp - Artigos e Outros Documentos

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