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Type: Artigo de periódico
Title: Inexact spectral projected gradient methods on convex sets
Author: Birgin, EG
Martinez, JM
Raydan, M
Abstract: A new method is introduced for large-scale convex constrained optimization. The general model algorithm involves, at each-iteration, the approximate minimization of a convex quadratic on the feasible set of the original problem and global convergence is obtained by means of nonmonotone line searches. A specific algorithm, the Inexact Spectral Projected Gradient method (ISPG), is implemented using inexact projections computed by Dykstra's alternating projection method and generates interior iterates. The ISPG method is a generalization of the Spectral Projected Gradient method (SPG), but can be used when projections are difficult to compute. Numerical results for constrained least-squares rectangular matrix problems are presented.
Subject: convex constrained optimization
projected gradient
nonmonotone line search
spectral gradient
Dykstra's algorithm
Country: Inglaterra
Editor: Oxford Univ Press
Rights: fechado
Identifier DOI: 10.1093/imanum/23.4.539
Date Issue: 2003
Appears in Collections:Unicamp - Artigos e Outros Documentos

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