An Active Set Modified Polak–Ribiére–Polyak Method for Large-Scale Nonlinear Bound Constrained Optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10957-012-0091-9.pdf
Reference18 articles.
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3. Hager, W.W., Zhang, H.: A new active set algorithm for box constrained optimization. SIAM J. Optim. 17, 526–557 (2006)
4. Goldfarb, D.: Extension of Davidson’s variable metric method to maximization under linear inequality and constraints. SIAM J. Appl. Math. 17, 739–764 (1969)
5. Dai, Y.H., Fletcher, R.: Projected Barzilai–Borwein methods for large-scale box-constrained quadratic programming. Numer. Math. 100, 21–47 (2005)
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