An active set method for general linear problem subject to box constraints

DOI10.1080/02331939508844094zbMath0855.90119OpenAlexW2049027454MaRDI QIDQ4888259

Zhang, Jianzhong, Cheng-Xian Xu

Publication date: 28 July 1996

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844094

zbMATH Keywords

orthogonal projectionactive set algorithmtrust region type linear approximation methodsunconstrained nonsmooth composite function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites Work

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• Nonlinear programming and nonsmooth optimization by successive linear programming
• Minimization of a Quadratic Function of Many Variables Subject only to Lower and Upper Bounds
• Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation

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