Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization

Abstract

Abstract A practical active-set method for bound-constrained minimization is introduced. Within the current face the classical Euclidian trust-region method is employed. Spectral projected gradient directions are used to abandon faces. Numerical results are presented. Keywords: Bound-constrained optimizationProjected gradientSpectral gradientTrust regionsMathematics Subject Classifications 2000:65K0590C30 Acknowledgment The authors are indebted to an anonymous referee for helpful and encouraging comments. Sponsored by FAPESP (Grants 03/09169-6 and 01/04597-4), CNPq (PROSUL 490333/2004-4 and PRONEX-CNPq/FAPERJ E-26/171.164/2003 – APQ1).