box constrained

On the Incomplete Oblique Projections Method for Solving Box Constrained Least Squares Problems

  • N. Echebest
  • MT Guardarucci
  • HD Scolnik
    • Categories Bound-constrained Optimization, Nonlinear Systems and Least-Squares Tags , ,

    The aim of this paper is to extend the applicability of the incomplete oblique projections method (IOP) previously introduced by the authors for solving inconsistent linear systems to the box constrained case. The new algorithm employs incomplete projections onto the set of solutions of the augmented system Ax-r= b, together with the box constraints, based … Read more

    ASTRAL: An Active Set \inftyhBcTrust-Region Algorithm for Box Constrained Optimization

  • James V. Burke
  • Liang Xu
    • Categories Bound-constrained Optimization Tags , , ,

    An algorithm for solving large-scale nonlinear optimization problems with simple bounds is described. The algorithm is an $\ell_\infty$-norm trust-region method that uses both active set identification techniques as well as limited memory BFGS updating for the Hessian approximation. The trust-region subproblems are solved using primal-dual interior point techniques that exploit the structure of the limited … Read more