A multivariate spectral projected gradient method for bound constrained optimization

DOI10.1016/J.CAM.2010.10.023MaRDI QIDQ629482zbMATH OpenOpenAlexFDO

Authors Zhensheng Yu, Jing Sun, Yi Qin

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

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Cites work

• scientific article; zbMATH DE number 2186558 (Why is no real title available?)
• scientific article; zbMATH DE number 2221955 (Why is no real title available?)
• A Limited Memory Algorithm for Bound Constrained Optimization
• A New Active Set Algorithm for Box Constrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A limited-memory multipoint symmetric secant method for bound constrained optimization
• A new trust region algorithm for bound constrained minimization
• A nonmonotone trust region method for nonlinear programming with simple bound constraints
• Adaptive two-point stepsize gradient algorithm
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Convergence properties of nonmonotone spectral projected gradient methods
• Convex programming in Hilbert space
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Inexact spectral projected gradient methods on convex sets
• Large-scale active-set box-constrained optimization method with spectral projected gradients
• Multivariate spectral gradient method for unconstrained optimization
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• On the Barzilai and Borwein choice of steplength for the gradient method
• On the Solution of Large Quadratic Programming Problems with Bound Constraints
• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• Projected gradient methods for linearly constrained problems
• Spectral projected gradient and variable metric methods for optimization with linear inequalities
• Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem

Cited in

(12)

• Multivariate spectral gradient projection method for nonlinear monotone equations with convex constraints
• A new nonmonotone spectral projected gradient method for bound constrained optimization
• A self-adaptive three-term conjugate gradient method for monotone nonlinear equations with convex constraints
• Spectral projected gradient and variable metric methods for optimization with linear inequalities
• A descent Dai-Liao projection method for convex constrained nonlinear monotone equations with applications
• Modified spectral projected subgradient method: convergence analysis and momentum parameter heuristics
• scientific article; zbMATH DE number 2186558 (Why is no real title available?)
• Multivariate spectral gradient algorithm for nonsmooth convex optimization problems
• Multivariate spectral DY-type projection method for convex constrained nonlinear monotone equations
• Solving bound constrained optimization via a new nonmonotone spectral projected gradient method
• A modified multivariate spectral gradient algorithm for solving absolute value equations
• Multivariate spectral gradient method for unconstrained optimization

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Uses Software

• LBFGS-B

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