AN ACTIVE SET NEWTON ALGORITHM FOR LARGE-SCALE NONLINEAR PROGRAMS WITH BOX CONSTRAINTS

A new algorithm for large-scale nonlinear programs with box constraint s is introduced. The algorithm is based on an efficient identification technique of the active set at the solution and on a nonmonotone stab ilization technique. It possesses global and superlinear convergence p roperties under standard assumptions. A new technique for generating t est problems with known characteristics is also introduced. The implem entation of the method is described along with computational results f or large-scale problems.