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

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