Trust-region constrained optimization

The main references for GENCAN are:

E. G. Birgin and J. M. Martínez, A box-constrained optimization algorithm with negative
curvature directions and spectral projected gradients, Computing [Suppl] 15, pp. 49–60, 2001.

E. G. Birgin and J. M. Mart´ınez, Large-scale active-set box-constrained optimization method
with spectral projected gradients, Computational Optimization and Applications 23, pp. 101–
125, 2002.

M. Andretta, E. G. Birgin and J. M. Martínez, Practical active-set Euclidian trust-region
method with spectral projected gradients for bound-constrained minimization, Optimization
54, pp. 305–325, 2005.

GENCAN is now part of Algencan and it is called by it if the problem only has bound constraints. It is also used by Algencan to solve the inner subproblems in an Augmented Lagrangian method when solving problems with general constraints.

The website for the original Algencan library that we wrap in NLPModelsAlgencan.jl is

https://www.ime.usp.br/~egbirgin/tango/codes.php#algencan

Best,

Paulo