A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization
In this paper, we describe a two-stage method for solving optimization problems with bound constraints. It combines the active-set estimate described in [Facchinei and Lucidi, 1995] with a modification of the non-monotone line search framework recently proposed in [De Santis et al., 2012]. In the first stage, the algorithm exploits a property of the active-set … Read more