Inexact solution of auxiliary problems in Polyak type algorithms

Zdeněk Dostál

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In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.

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An accurate active set Newton algorithm for large scale bound constrained optimization

Li Sun, Guoping He, Yongli Wang, Changyin Zhou (2011)

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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...