Solving bound constrained optimization via a new nonmonotone spectral projected gradient method (Q941611): Difference between revisions

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Revision as of 02:39, 20 March 2024

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Solving bound constrained optimization via a new nonmonotone spectral projected gradient method
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    Solving bound constrained optimization via a new nonmonotone spectral projected gradient method (English)
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    1 September 2008
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    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.
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    bound constrained optimization
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    nonmonotone spectral projected gradient method
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    global convergence
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    numerical examples
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