Geodesic
An active set strategy based on the multiplier function or the gradient
Applications of Mathematics, Tome 55 (2010) no. 4, pp. 291-304

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We employ the active set strategy which was proposed by Facchinei for solving large scale bound constrained optimization problems. As 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.
DOI : 10.1007/s10492-010-0022-8
Classification : 90C06, 90C30
Keywords: active set; bound constraints; large scale problem 
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Sun, Li; Fang, Liang; He, Guoping. An active set strategy based on the multiplier function or the gradient. Applications of Mathematics, Tome 55 (2010) no. 4, pp. 291-304. doi: 10.1007/s10492-010-0022-8

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