|
|||||
|
|
An accurate active set newton algorithm for large scale bound constrained optimization |
|
| Authors: | Li Sun Guoping He Yongli Wang Changyin Zhou |
| Institution: | 1. Shanghai, P.R.China 3. College of Information Sciences and Engineering, Shandong Agricultural University, 271018, Ta??ian, P.R.China 4. Department of Mathematics, Shanghai Jiaotong University, No. 800 Dong Chuan Road, 200240, Shanghai, P.R.China 2. Qingdao, P.R.China 5. College of Information Science and Engineering, Shandong University of Science and Technology, 266510, Qingdao, P.R.China 6. College of Information Science and Engineering, Shandong University of Science and Technology, 266510, Qingdao, P.R.China 7. College of Information Science and Engineering, Shandong University of Science and Technology, 266510, Qingdao, P.R.China |
| Abstract: | A new algorithm for solving large scale bound constrained minimization problems is proposed. The algorithm is based on an accurate identification technique of the active set proposed by Facchinei, Fischer and Kanzow in 1998. A further division of the active set yields the global convergence of the new algorithm. In particular, the convergence rate is superlinear without requiring the strict complementarity assumption. Numerical tests demonstrate the efficiency and performance of the present strategy and its comparison with some existing active set strategies. |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |