SPECTRAL PROJECTED GRADIENT METHOD WITH INEXACT RESTORATION FOR MINIMIZATION WITH NONCONVEX CONSTRAINTS

被引：25

作者：

Gomes-Ruggiero, M. A. ^{[1
]}

Martinez, J. M. ^{[1
]}

Santos, S. A. ^{[1
]}

机构：

[1] Univ Estadual Campinas, Dept Appl Math, BR-13083970 Campinas, SP, Brazil

来源：

SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2009年 / 31卷 / 03期

基金：

巴西圣保罗研究基金会;

关键词：

spectral projected gradients; inexact restoration; nonlinear programming; hard-spheres problems; LINEAR-DEPENDENCE CONDITION; BARZILAI-BORWEIN METHOD; CONVERGENCE PROPERTIES; STEEPEST DESCENT; CONVEX-SETS; OPTIMIZATION; EQUATIONS; INVERSION; FILMS;

D O I：

10.1137/070707828

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This work takes advantage of the spectral projected gradient direction within the inexact restoration framework to address nonlinear optimization problems with nonconvex constraints. The proposed strategy includes a convenient handling of the constraints, together with nonmonotonic features to speed up convergence. The numerical performance is assessed by experiments with hard-spheres problems, pointing out that the inexact restoration framework provides an adequate environment for the extension of the spectral projected gradient method for general nonlinearly constrained optimization.

引用

页码：1628 / 1652

页数：25

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