A SUBSPACE MODIFIED PRP METHOD FOR LARGE-SCALE NONLINEAR BOX-CONSTRAINED OPTIMIZATION

作者：Cheng; Wanyou

来源：Numerical Functional Analysis and Optimization, 2012, 33(12): 1372-1385.

DOI：10.1080/01630563.2012.673216

• Box-constrained optimization
• Global convergence
• PRP method

In this article, we first propose a feasible steepest descent direction for box-constrained optimization. By the use of the direction and recently developed modified PRP method, we propose a subspace modified PRP method for box-constrained optimization. Under appropriate conditions, we show that the method is globally convergent. Numerical experiments are presented using box-constrained problems in the CUTEr test problem libraries.

• 出版日期2012
• 单位东莞理工学院