Convergence properties of nonmonotone spectral projected gradient methods

DOI10.1016/J.CAM.2004.10.018zbMath1072.90052OpenAlexW1969250454MaRDI QIDQ557737

Qian Liu, Chang-Yu Wang, Yang, Xinmin

Publication date: 30 June 2005

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.2004.10.018

zbMATH Keywords

convergencefinite terminationnonmonotone linear search

Mathematics Subject Classification ID

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

Related Items (14)

Inexact variable metric method for convex-constrained optimization problems ⋮ Smoothing SQP algorithm for semismooth equations with box constraints ⋮ Partial spectral projected gradient method with active-set strategy for linearly constrained optimization ⋮ A multivariate spectral projected gradient method for bound constrained optimization ⋮ Error bounds and finite termination for constrained optimization problems ⋮ Improving ultimate convergence of an augmented Lagrangian method ⋮ Solving bound constrained optimization via a new nonmonotone spectral projected gradient method ⋮ Unified nonlinear Lagrangian approach to duality and optimal paths ⋮ Global convergence and finite termination of a class of smooth penalty function algorithms ⋮ Two error bounds for constrained optimization problems and their applications ⋮ On the inexact scaled gradient projection method ⋮ Impulse noise removal by an adaptive trust-region method ⋮ On the convergence properties of scaled gradient projection methods with non-monotone Armijo-like line searches ⋮ Hybrid limited memory gradient projection methods for box-constrained optimization problems

Cites Work

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• Weak Sharp Solutions of Variational Inequalities
• Inexact spectral projected gradient methods on convex sets
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• A Nonmonotone Line Search Technique for Newton’s Method
• Projected Newton Methods for Optimization Problems with Simple Constraints
• On the Barzilai and Borwein choice of steplength for the gradient method
• Convex programming in Hilbert space
• A spectral conjugate gradient method for unconstrained optimization
• Convergence properties of projection and contraction methods for variational inequality problems

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