Modified active set projected spectral gradient method for bound constrained optimization

DOI10.1016/j.apm.2010.09.011zbMath1221.90081OpenAlexW1999920090MaRDI QIDQ638841

Qing-Jie Hu, Zeng-xin Wei, Yun-hai Xiao

Publication date: 16 September 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.09.011

zbMATH Keywords

global convergencespectral gradient methodnonmonotone line searchgradient projectionbound constrained problem

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

Related Items (2)

Efficient Nonnegative Matrix Factorization Via Modified Monotone Barzilai-Borwein Method with Adaptive Step Sizes Strategy ⋮ Sufficient descent Polak-Ribière-Polyak conjugate gradient algorithm for large-scale box-constrained optimization

Uses Software

• SPG
• L-BFGS-B
• L-BFGS
• CUTEr
• TRON
• LBFGS-B

Cites Work

• Unnamed Item
• Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
• On the convergence of projected gradient processes to singular critical points
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• On the asymptotic behaviour of some new gradient methods
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Two-Point Step Size Gradient Methods
• On the Solution of Large Quadratic Programming Problems with Bound Constraints
• Algorithm 778: L-BFGS-B
• On the Accurate Identification of Active Constraints
• A Class of penalty functions for optimization problema with bound constraints
• CUTE
• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• Newton's Method for Large Bound-Constrained Optimization Problems
• A Nonmonotone Line Search Technique for Newton’s Method
• A Limited Memory Algorithm for Bound Constrained Optimization
• On the Barzilai and Borwein choice of steplength for the gradient method
• Algorithm 813
• The cyclic Barzilai-–Borwein method for unconstrained optimization

This page was built for publication: Modified active set projected spectral gradient method for bound constrained optimization