On Regularization and Active-set Methods with Complexity for Constrained Optimization

2018 ◽  
Vol 28 (2) ◽  
pp. 1367-1395 ◽  
Author(s):  
E. G. Birgin ◽  
J. M. Martínez
Author(s):  
Morteza Kimiaei

AbstractThis paper discusses an active set trust-region algorithm for bound-constrained optimization problems. A sufficient descent condition is used as a computational measure to identify whether the function value is reduced or not. To get our complexity result, a critical measure is used which is computationally better than the other known critical measures. Under the positive definiteness of approximated Hessian matrices restricted to the subspace of non-active variables, it will be shown that unlimited zigzagging cannot occur. It is shown that our algorithm is competitive in comparison with the state-of-the-art solvers for solving an ill-conditioned bound-constrained least-squares problem.


2010 ◽  
Vol 5 (4) ◽  
Author(s):  
Qihui Liang ◽  
Qingsong Wen ◽  
Yue Xiao ◽  
Shaoqian Li

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