Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/985
Type: Artigo de periódico
Title: Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
Author: ANDRETTA, Marina
BIRGIN, Ernesto G.
MARTINEZ, J. M.
Abstract: A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs are given and numerical experiments are included and commented. Software supporting this paper is available through the Tango Project web page: http://www.ime.usp.br/similar to egbirgin/tango/.
Subject: Linearly constrained optimization
Spectral projected gradient method
Active set methods
Country: Holanda
Editor: SPRINGER
Citation: NUMERICAL ALGORITHMS, v.53, n.1, p.23-52, 2010
Rights: fechado
Identifier DOI: 10.1007/s11075-009-9289-9
Address: http://dx.doi.org/10.1007/s11075-009-9289-9
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Date Issue: 2010
Appears in Collections:IMECC - Artigos e Outros Documentos

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