Solving bound constrained optimization via a new nonmonotone spectral projected gradient method
A new nonmonotone spectral projected gradient method for the following bound constrained optimization problem is proposed: \[ \min_{x\in\mathbb{R}^n}\,f(x)\qquad\text{s.t. }1\leq x\leq u. \] The novelty of the given method is that the global convergence can be obtained under mild conditions without requiring a prior the existence of a limit point. Numerical tests are presented.
nonmonotone spectral projected gradient method
scientific article; zbMATH DE number 5318786