An active set strategy based on the multiplier function or the gradient
Li Sun, Liang Fang, Guoping He (2010)
Applications of Mathematics
Similarity:
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.