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An active set strategy based on the multiplier function or the gradient. (English) Zbl 1224.90176
Summary: We employ the active set strategy which was proposed by Facchinei for solving large scale bound constrained optimization problems. Accorting to the special structure of the bound constrained problem, a simple rule is used for updating the multipliers. Numerical results show that the active set identification strategy is practical and efficient.

MSC:
90C30 Nonlinear programming
90C06 Large-scale problems in mathematical programming
Software:
L-BFGS; LBFGS-B
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References:
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