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\iteman{io-port 01151225}
\itemau{Facchinei, Francisco; J\'udice, Joaquim; Soares, Jo\~ao}
\itemti{An active set Newton algorithm for large-scale nonlinear programs with box constraints.}
\itemso{SIAM J. Optim. 8, No.1, 158-186 (1998).}
\itemab
Summary: A new algorithm for large-scale nonlinear programs with box constraints is introduced. The algorithm is based on an efficient identification technique of the active set at the solution and on a nonmonotone stabilization technique. It possesses global and superlinear convergence properties under standard assumptions. A new technique for generating test problems with known characteristics is also introduced. The implementation of the method is described along with computational results for large-scale problems.
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\itemut{Newton's method; box constraints; large-scale problems; active set; global and superlinear convergence}
\itemli{doi:10.1137/S1052623493253991}
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