Active-Set Algorithm for Box-Constrained Problems (ASA-BCP)

Active-Set Algorithm for Box-Constrained Problems (ASA-BCP) is a solver for bound-constrained optimization problems of the following form:

     min f(x)
s.t. l <= x <= u

with given vectors l, u and where f(x) is a twice continuously differentiable function.

ASA-BCP combines an active-set strategy with a truncated-Newton search direction and a non-monotone line search.

Reference paper

A. Cristofari, M. De Santis, S. Lucidi, F. Rinaldi (2017). A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization. Journal of Optimization Theory and Applications, 172(2), 369-401.

Authors

• Andrea Cristofari (e-mail: andrea.cristofari@unipd.it)
• Marianna De Santis (e-mail: mdesantis@diag.uniroma1.it)
• Stefano Lucidi (e-mail: lucidi@diag.uniroma1.it)
• Francesco Rinaldi (e-mail: rinaldi@math.unipd.it)

Licensing

ASA-BCP is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. ASA-BCP is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with ASA-BCP. If not, see http://www.gnu.org/licenses/.

Copyright 2017-2022 Andrea Cristofari, Marianna De Santis, Stefano Lucidi, Francesco Rinaldi.

How to use ASA-BCP

This directory should contain the files COPYING.txt and README.md, plus the following subdirectories:

• c++, with a C++ implementation of ASA-BCP;
• fortran, with a Fortran implementation of ASA-BCP and an interface to CUTEst;
• matlab, with a Matlab implementation of ASA-BCP (a first way to run ASA-BCP in Matlab);
• matlab_mex, with a Matlab interface to the C++ implementation of ASA-BCP using MEX file (a second way to run ASA-BCP in Matlab).

Each of these subdirectories contains a file README.md where it is explained how to use the program.