A multivariate spectral projected gradient method for bound constrained optimization

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:235

Article

Yu, Zhensheng¹  Sun, Jing¹  Qin, Yi¹ 

[1] Shanghai Univ Sci & Technol, Coll Sci, Shanghai 200093, Peoples R China

关键词: Bounded constrained optimization;    Multivariable spectral projected gradient;    Nonmonotone line search;    Global convergence;   

DOI  :  10.1016/j.cam.2010.10.023

来源: Elsevier

【 摘 要 】

In this paper, we consider a multivariate spectral projected gradient (MSPG) method for bound constrained optimization. Combined with a quasi-Newton property, the multivariate spectral projected gradient method allows an individual adaptive step size along each coordinate direction. On the basis of nonmonotone line search, global convergence is established. A numerical comparison with the traditional SPG method shows that the method is promising. (C) 2010 Elsevier B.V. All rights reserved.

【 授权许可】

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