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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

Abstract

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
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Provided by: OpenGrey Repository
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