Spectral projected gradient and variable metric methods for optimization with linear inequalities

IMA Journal of Numerical Analysis

Volumn 25, Issue 2, 2005, Pages 221-252

  Andreani, Roberto ^a   Birgin, Ernesto G ^b   Martínez, José Mario ^a   Yuan, Jinyun ^c  

^a UNIVERSITY OF CAMPINAS   (Brazil)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

^c FEDERAL UNIVERSITY OF PARANÁ   (Brazil)

Author keywords

Linearly constrained optimization; Non monotonic line search; Projected gradient; Spectral gradient

Indexed keywords

ITERATIVE METHODS; QUADRATIC PROGRAMMING;

ITERATIVE PROJECTION METHODS; LINE SEARCHES; LINEARLY CONSTRAINED OPTIMIZATION; NUMERICAL EXPERIMENTS; PROJECTED GRADIENT; QUADRATIC MINIMIZATION; SPECTRAL GRADIENTS; VARIABLE METRIC METHODS;

CONSTRAINED OPTIMIZATION;

EID: 25844440817     PISSN: 02724979     EISSN: 14643642     Source Type: Journal    
DOI: 10.1093/imanum/drh020     Document Type: Article

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