Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639887 | Journal of Computational and Applied Mathematics | 2011 | 7 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhensheng Yu, Jing Sun, Yi Qin,