A nonmonotone line search technique for Newton's method
SIAM Journal on Numerical Analysis
On the identification of active constraints
SIAM Journal on Numerical Analysis
A truncated Newton method with nonmonotone line search for unconstrained optimization
Journal of Optimization Theory and Applications
SIAM Journal on Numerical Analysis
CUTE: constrained and unconstrained testing environment
ACM Transactions on Mathematical Software (TOMS)
A limited memory algorithm for bound constrained optimization
SIAM Journal on Scientific Computing
Incomplete Cholesky Factorizations with Limited Memory
SIAM Journal on Scientific Computing
A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
SIAM Journal on Optimization
Nonmonotone Spectral Projected Gradient Methods on Convex Sets
SIAM Journal on Optimization
An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
SIAM Journal on Optimization
Newton's Method for Large Bound-Constrained Optimization Problems
SIAM Journal on Optimization
Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
Numerische Mathematik
A New Active Set Algorithm for Box Constrained Optimization
SIAM Journal on Optimization
A trust region method based on a new affine scaling technique for simple bounded optimization
Optimization Methods & Software - the 8th International Conference on Optimization: Techniques and Applications
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An active set truncated Newton method for large-scale bound constrained optimization is proposed. The active sets are guessed by an identification technique. The search direction consists of two parts: some of the components are simply defined; the other components are determined by the truncated Newton method. The method based on a nonmonotone line search technique is shown to be globally convergent. Numerical experiments are presented using bound constrained problems in the CUTEr test problem library. The numerical performance reveals that our method is effective and competitive with the famous algorithm TRON.