Dynamic choice of the leaving-face criterion in bound-constrained quadratic minimization

In this work we focus our attention on the quadratic subproblem of trust–region algorithms for bound–constrained minimization, proposing and testing dynamic choices for the parameter in charge of the decision of leaving or not the current face of the feasible set. The practical consequences of an appropriate decision of such parameter have shown to be crucial, particularly when dual degenerate and ill-conditioned problems are solved.