SPECTRAL PROJECTED GRADIENT METHOD WITH INEXACT RESTORATION FOR MINIMIZATION WITH NONCONVEX CONSTRAINTS

被引:26
作者
Gomes-Ruggiero, M. A. [1 ]
Martinez, J. M. [1 ]
Santos, S. A. [1 ]
机构
[1] Univ Estadual Campinas, Dept Appl Math, BR-13083970 Campinas, SP, Brazil
基金
巴西圣保罗研究基金会;
关键词
spectral projected gradients; inexact restoration; nonlinear programming; hard-spheres problems; LINEAR-DEPENDENCE CONDITION; BARZILAI-BORWEIN METHOD; CONVERGENCE PROPERTIES; STEEPEST DESCENT; CONVEX-SETS; OPTIMIZATION; EQUATIONS; INVERSION; FILMS;
D O I
10.1137/070707828
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This work takes advantage of the spectral projected gradient direction within the inexact restoration framework to address nonlinear optimization problems with nonconvex constraints. The proposed strategy includes a convenient handling of the constraints, together with nonmonotonic features to speed up convergence. The numerical performance is assessed by experiments with hard-spheres problems, pointing out that the inexact restoration framework provides an adequate environment for the extension of the spectral projected gradient method for general nonlinearly constrained optimization.
引用
收藏
页码:1628 / 1652
页数:25
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