Spectral projected gradient and variable metric methods for optimization with linear inequalities

DOI10.1093/imanum/drh020zbMath1072.90051OpenAlexW1966518481MaRDI QIDQ4670197

Ernesto G. Birgin, Jin Yun Yuan, José Mario Martínez, Roberto Andreani

Publication date: 18 April 2005

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drh020

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of reduced gradient type (90C52)

Related Items

Inexact variable metric method for convex-constrained optimization problems, Partial spectral projected gradient method with active-set strategy for linearly constrained optimization, Gradient methods with adaptive step-sizes, Constrained optimization with integer and continuous variables using inexact restoration and projected gradients, A multivariate spectral projected gradient method for bound constrained optimization, Sign projected gradient flow: a continuous-time approach to convex optimization with linear equality constraints, Solving bound constrained optimization via a new nonmonotone spectral projected gradient method, On Regularization and Active-set Methods with Complexity for Constrained Optimization, Orthogonal packing of rectangular items within arbitrary convex regions by nonlinear optimization, On the inexact scaled gradient projection method, A flexible inexact-restoration method for constrained optimization

Uses Software

• SPG
• LOQO
• CUTEr
• FFSQP(f77)