Projected Newton Methods for Optimization Problems with Simple Constraints

Abstract. We consider the problem min {f(x)\\x 201, and propose algorithms of the form xk+, = [xt-akDkvf(xk)]+, where [.I+ denotes projection on the positive orthant, ak is a stepsize chosen by an Armijo-like rule and Dk is a positive definite symmetric matrix which is partly diagonal. We show that ... View More