Skip to main content
Article thumbnail
Location of Repository

An active set Newton's algorithm for large-scale nonlinear programs with box constraints

By Joao Soares, Univ. de Coimbra (Portugal)) Joaquim (Dep. Matematica Judice and (Italy)) 00185 Roma Via Buonarroti 12 Univ. di Roma 'La Sapienza' Francisco (Dipartimento di Informatica e Sistemistica Facchinei


A new algorithm method for large-scale nonlinear programs with box constraints is introduced. The algorithm is based on an efficient identification technique of the active set at the solution and on a nonmonotone stabilization technique. It possesses global and superlinear convergence properties under standard, mild assumptions. A new technique for generating test problems with known characteristics is also introduced. The implementation of the method is described along with computational results for large-scale problemsAvailable from Departamento de Matematica, Universidade de Coimbra, 3000 Coimbra, Portugal / FCT - Fundação para o Ciência e a TecnologiaSIGLEPTPortuga

Topics: 12A - Pure mathematics
Publisher: Coimbra : Univ. de Coimbra
Year: 1995
OAI identifier:
Provided by: OpenGrey Repository
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.