## A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem

In this paper, we propose a filter active-set algorithm for the minimization problem over a product of multiple ball/sphere constraints. By making effective use of the special structure of the ball/sphere constraints, a new limited memory BFGS (L-BFGS) scheme is presented. The new L-BFGS implementation takes advantage of the sparse structure of the Jacobian of … Read more