A multivariate spectral projected gradient method for bound constrained optimization

作者：Yu, Zhensheng^*; Sun, Jing; Qin, Yi

来源：Journal of Computational and Applied Mathematics, 2011, 235(8): 2263-2269.

DOI：10.1016/j.cam.2010.10.023

• Bounded constrained optimization
• Multivariable spectral projected gradient
• Nonmonotone line search
• Global convergence

In this paper, we consider a multivariate spectral projected gradient (MSPG) method for bound constrained optimization. Combined with a quasi-Newton property, the multivariate spectral projected gradient method allows an individual adaptive step size along each coordinate direction. On the basis of nonmonotone line search, global convergence is established. A numerical comparison with the traditional SPG method shows that the method is promising.

• 出版日期2011-2-15
• 单位上海理工大学