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Type: Artigo de periódico
Title: Nonmonotone spectral projected gradient methods on convex sets
Author: Birgin, EG
Martinez, JM
Raydan, M
Abstract: Nonmonotone projected gradient techniques are considered for the minimization of differentiable functions on closed convex sets. The classical projected gradient schemes are extended to include a nonmonotone steplength strategy that is based on the Grippo-Lampariello-Lucidi nonmonotone line search. In particular, the nonmonotone strategy is combined with the spectral gradient choice of steplength to accelerate the convergence process. In addition to the classical projected gradient nonlinear path, the feasible spectral projected gradient is used as a search direction to avoid additional trial projections during the one-dimensional search process. Convergence properties and extensive numerical results are presented.
Subject: projected gradients
nonmonotone line search
large-scale problems
bound constrained problems
spectral gradient method
Country: EUA
Editor: Siam Publications
Rights: aberto
Identifier DOI: 10.1137/S1052623497330963
Date Issue: 2000
Appears in Collections:Unicamp - Artigos e Outros Documentos

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