Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2010
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| Resumo |
A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs are given and numerical experiments are included and commented. Software supporting this paper is available through the Tango Project web page: http://www.ime.usp.br/similar to egbirgin/tango/. PRONEX-Optimization PRONEX-Optimization[PRONEX - CNPq/FAPERJ E-26/171.510/2006 - APQ1] FAPESP[2006/53768-0] Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) CNPq |
| Identificador |
NUMERICAL ALGORITHMS, v.53, n.1, p.23-52, 2010 1017-1398 http://producao.usp.br/handle/BDPI/28929 10.1007/s11075-009-9289-9 |
| Idioma(s) |
eng |
| Publicador |
SPRINGER |
| Relação |
Numerical Algorithms |
| Direitos |
restrictedAccess Copyright SPRINGER |
| Palavras-Chave | #Linearly constrained optimization #Spectral projected gradient method #Active set methods #AUGMENTED LAGRANGIAN ALGORITHMS #BARZILAI-BORWEIN METHOD #UNCONSTRAINED OPTIMIZATION #CONVERGENCE PROPERTIES #INEXACT-RESTORATION #QUADRATIC PROGRAMS #NEWTON METHOD #REDUCED GRADIENT #STEEPEST DESCENT #SEARCH TECHNIQUE #Mathematics, Applied |
| Tipo |
article original article publishedVersion |
