Jorge J. Morè

Testing Unconstrained Optimization Software

Much of the testing of optimization software is inadequate because the number of test functmns is small or the starting points are close to the solution. In addition, there has ...

Projected gradient methods for linearly constrained problems

On the Identification of Active Constraints

Nondegeneracy conditions that guarantee that the optimal active constraints are identified in a finite number of iterations are studied. Results of this type have only been esta...

Benchmarking optimization software with performance profiles