Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/18138
Title: Active-set projected trust-region algorithm for box-constrained nonsmooth equations
Authors: Qi, L 
Tong, XJ
Li, DH
Keywords: Active-set strategy
Global convergence
Nonsmooth equations
Superlinear/quadratic convergence
Trust-region methods
Issue Date: 2004
Publisher: Springer
Source: Journal of optimization theory and applications, 2004, v. 120, no. 3, p. 601-625 How to cite?
Journal: Journal of optimization theory and applications 
Abstract: In this paper, by means of an active-set strategy, we present a trust-region method for solving box-constrained nonsmooth equations. Nice properties of the proposed method include: (a) all iterates remain feasible; (b) the search direction, as adequate combination of the projected gradient direction and the trust-region direction, is an asymptotic Newton direction under mild conditions; (c) the subproblem of the proposed method, possessing the form of an unconstrained trust-region subproblem, can be solved by existing methods; (d) the subproblem of the proposed method is of reduced dimension, which is potentially cheaper when applied to solve large-scale problems. Under appropriate conditions, we establish global and local superlinear/quadratic convergence of the method. Preliminary numerical results are given.
URI: http://hdl.handle.net/10397/18138
ISSN: 0022-3239
EISSN: 1573-2878
DOI: 10.1023/B:JOTA.0000025712.43243.eb
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