A Two-Stage Active-Set Algorithm for 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/s10957-016-1024-9.pdf
Reference27 articles.
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3. Dennis, J., Heinkenschloss, M., Vicente, L.N.: Trust-region interior-point SQP algorithms for a class of nonlinear programming problems. SIAM J. Control Optim. 36(5), 1750–1794 (1998)
4. Heinkenschloss, M., Ulbrich, M., Ulbrich, S.: Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption. Math. Program. 86(3), 615–635 (1999)
5. Kanzow, C., Klug, A.: On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints. Comput. Optim. Appl. 35(2), 177–197 (2006)
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