| Autor: |
Sandra A. Santos, M. A. Diniz-Ehrhardt, Márc a A. Gomes-Ruggiero |
| Rok vydání: |
2001 |
| Předmět: |
|
| Zdroj: |
Optimization Methods and Software. 15:45-66 |
| ISSN: |
1055-6788 |
| DOI: |
10.1080/10556780108805810 |
| Popis: |
In this work we focus our attention on the quadratic subproblem of trust-region algorithms for large-scale bound-constrained minimization. An approach that combines a mild active set strategy with gradient projection techniques is employed in the solution of large-scale bound-constrained quadratic problems. To fill in some gaps that have appeared in previous work, we propose and analyze heuristics which dynamically choose the parameters in charge of the decision of leaving or not the current face of the feasible set. The numerical analysis is based on problem from CUTE collection and randomly generated convex problems with controlled conditioning and degeneracy. The practical consequences of an appropriate decision of such parameters have shown to be crucial, particularly when dual degenerate problems are solved. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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