An active set strategy based on the multiplier function or the gradient

Li Sun; Liang Fang; Guoping He

Applications of Mathematics (2010)

  • Volume: 55, Issue: 4, page 291-304
  • ISSN: 0862-7940

Abstract

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We employ the active set strategy which was proposed by Facchinei for solving large scale bound constrained optimization problems. As the special structure of the bound constrained problem, a simple rule is used for updating the multipliers. Numerical results show that the active set identification strategy is practical and efficient.

How to cite

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Sun, Li, Fang, Liang, and He, Guoping. "An active set strategy based on the multiplier function or the gradient." Applications of Mathematics 55.4 (2010): 291-304. <http://eudml.org/doc/37849>.

@article{Sun2010,
abstract = {We employ the active set strategy which was proposed by Facchinei for solving large scale bound constrained optimization problems. As the special structure of the bound constrained problem, a simple rule is used for updating the multipliers. Numerical results show that the active set identification strategy is practical and efficient.},
author = {Sun, Li, Fang, Liang, He, Guoping},
journal = {Applications of Mathematics},
keywords = {active set; bound constraints; large scale problem; active set; bound constraint; large scale problem},
language = {eng},
number = {4},
pages = {291-304},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {An active set strategy based on the multiplier function or the gradient},
url = {http://eudml.org/doc/37849},
volume = {55},
year = {2010},
}

TY - JOUR
AU - Sun, Li
AU - Fang, Liang
AU - He, Guoping
TI - An active set strategy based on the multiplier function or the gradient
JO - Applications of Mathematics
PY - 2010
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 55
IS - 4
SP - 291
EP - 304
AB - We employ the active set strategy which was proposed by Facchinei for solving large scale bound constrained optimization problems. As the special structure of the bound constrained problem, a simple rule is used for updating the multipliers. Numerical results show that the active set identification strategy is practical and efficient.
LA - eng
KW - active set; bound constraints; large scale problem; active set; bound constraint; large scale problem
UR - http://eudml.org/doc/37849
ER -

References

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