A SUBSPACE MODIFIED PRP METHOD FOR LARGE-SCALE NONLINEAR BOX-CONSTRAINED OPTIMIZATION

被引：1

作者：

Cheng, Wanyou ^{[1
]}

机构：

[1] Dongguan Univ Technol, Coll Comp, Dongguan 523000, Peoples R China

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2012年 / 33卷 / 12期

关键词：

Box-constrained optimization; Global convergence; PRP method; PROJECTED GRADIENT METHODS; SIMPLE BOUNDS; ALGORITHM; CONVERGENCE; PROGRAMS;

D O I：

10.1080/01630563.2012.673216

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, we first propose a feasible steepest descent direction for box-constrained optimization. By the use of the direction and recently developed modified PRP method, we propose a subspace modified PRP method for box-constrained optimization. Under appropriate conditions, we show that the method is globally convergent. Numerical experiments are presented using box-constrained problems in the CUTEr test problem libraries.

引用

页码：1372 / 1385

页数：14

共 50 条

[1] Large-scale active-set box-constrained optimization method with spectral projected gradients
Birgin, EG
Martínez, JM
[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2002, 23 (01) : 101 - 125
[2] Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients
Ernesto G. Birgin
José Mario Martínez
[J]. Computational Optimization and Applications, 2002, 23 : 101 - 125
[3] A decomposition method for large-scale box constrained optimization
Yu, Jing
Li, Mingqiang
Wang, Yongli
He, Guoping
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2014, 231 : 9 - 15
[4] A SPARSE SUBSPACE TRUNCATED NEWTON METHOD FOR LARGE-SCALE BOUND CONSTRAINED NONLINEAR OPTIMIZATION
倪勤
[J]. Numerical Mathematics(Theory,Methods and Applications), 1997, (01) : 27 - 37
[5] A note on the decomposition method for large-scale box constrained optimization
Fallahati, Farzane
Allame, Masoud
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2015, 265 : 568 - 569
[6] Monotone projected gradient methods for large-scale box-constrained quadratic programming
ZHOU Bin
State Key Laboratory of Scientific and Engineering Computing
[J]. Science China Mathematics, 2006, (05) : 688 - 702
[7] Monotone projected gradient methods for large-scale box-constrained quadratic programming
Zhou Bin
Gao Li
Dai Yuhong
[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS, 2006, 49 (05): : 688 - 702
[8] Monotone projected gradient methods for large-scale box-constrained quadratic programming
Bin Zhou
Li Gao
Yuhong Dai
[J]. Science in China Series A, 2006, 49 : 688 - 702
[9] Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
Xiao, Yunhai
Zhang, Hongchuan
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2008, 222 (02) : 429 - 439
[10] A SUBSPACE METHOD FOR LARGE-SCALE EIGENVALUE OPTIMIZATION
Kangal, Fatih
Meerbergen, Karl
Mengi, Emre
Michiels, Wim
[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2018, 39 (01) : 48 - 82

← 1 2 3 4 5 →