Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization

被引：27

作者：

Andretta, M

Birgin, EG

Martínez, JM

机构：

[1] Univ Sao Paulo, Inst Math & Stat, Dept Comp Sci, BR-05508090 Sao Paulo, Brazil

[2] Univ Estadual Campinas, IMECC, Dept Appl Math, BR-13081970 Campinas, SP, Brazil

来源：

OPTIMIZATION | 2005年 / 54卷 / 03期

基金：

巴西圣保罗研究基金会;

关键词：

bound-constrained optimization; projected gradient; spectral gradient; trust regions;

D O I：

10.1080/02331930500100270

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A practical active-set method for bound-constrained minimization is introduced. Within the current face the classical Euclidian trust-region method is employed. Spectral projected gradient directions are used to abandon faces. Numerical results are presented.

引用

收藏

页码：305 / 325

页数：21

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