The books of Fletcher [15] and Gill, Murray, and Wright [18] contain chapters on the solution of linearly constrained problems, with specific details on the solution of bound-constrained problems. Both Newton and quasi-Newton methods are discussed, but neither book discusses the gradient-projection method, since its use in codes for the solution of large-scale problems is recent. Bertsekas [pp. 76-92] DPB82a has a section on the solution of bound-constrained problems with gradient-projection techniques, while Conn, Gould, and Toint [10] discuss the approach used by the LANCELOT code.
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Bound Constrained Optimization.
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Updated 28 March 1996