A multivariate spectral projected gradient method for bound constrained optimization

DOI10.1016/j.cam.2010.10.023zbMath1209.65065OpenAlexW1965319119MaRDI QIDQ629482

Jing Sun, Yi Qin, Zhensheng Yu

Publication date: 9 March 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.10.023

zbMATH Keywords

global convergencenonmonotone line searchnumerical comparisonbounded constrained optimizationmultivariable spectral projected gradientquasi-Newton property

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items

Multivariate spectral DY-type projection method for convex constrained nonlinear monotone equations ⋮ A self-adaptive three-term conjugate gradient method for monotone nonlinear equations with convex constraints ⋮ Multivariate spectral gradient algorithm for nonsmooth convex optimization problems ⋮ A modified multivariate spectral gradient algorithm for solving absolute value equations ⋮ Unnamed Item

Uses Software

• LBFGS-B

Cites Work

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• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• Convex programming in Hilbert space
• A nonmonotone trust region method for nonlinear programming with simple bound constraints
• Adaptive two-point stepsize gradient algorithm

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