Algorithm 813: SPG - Software for convex-constrained optimization

dc.creatorBirgin, EG
dc.creatorMartinez, JM
dc.creatorRaydan, M
dc.date2001
dc.dateSEP
dc.date2014-11-15T01:33:39Z
dc.date2015-11-26T16:09:24Z
dc.date2014-11-15T01:33:39Z
dc.date2015-11-26T16:09:24Z
dc.date.accessioned2018-03-28T22:57:59Z
dc.date.available2018-03-28T22:57:59Z
dc.identifierAcm Transactions On Mathematical Software. Assoc Computing Machinery, v. 27, n. 3, n. 340, n. 349, 2001.
dc.identifier0098-3500
dc.identifierWOS:000173589000003
dc.identifier10.1145/502800.502803
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/77126
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/77126
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/77126
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1266607
dc.descriptionFortran 77 software implementing the SPG method is introduced. SPG is a nonmonotone projected gradient algorithm for solving large-scale convex-constrained optimization problems. It combines the classical projected gradient method with the spectral gradient choice of steplength and a nonmonotone line-search strategy. The user provides objective function and gradient values, and projections onto the feasible set. Some recent numerical tests are reported on very large location problems, indicating that SPG is substantially more efficient than existing general-purpose software on problems for which projections can be computed efficiently.
dc.description27
dc.description3
dc.description340
dc.description349
dc.languageen
dc.publisherAssoc Computing Machinery
dc.publisherNew York
dc.publisherEUA
dc.relationAcm Transactions On Mathematical Software
dc.relationACM Trans. Math. Softw.
dc.rightsfechado
dc.sourceWeb of Science
dc.subjectalgorithms
dc.subjectbound constrained problems
dc.subjectlarge-scale problems
dc.subjectnonmonotone line search
dc.subjectprojected gradients
dc.subjectspectral gradient method
dc.subjectNonmonotone Line Search
dc.subjectProjected Gradient Methods
dc.subjectOptical-constants
dc.subjectSimple Bounds
dc.subjectMinimization
dc.subjectConvergence
dc.subjectRegularization
dc.subjectThickness
dc.subjectBarzilai
dc.subjectFilms
dc.titleAlgorithm 813: SPG - Software for convex-constrained optimization
dc.typeArtículos de revistas


Este ítem pertenece a la siguiente institución