Partial spectral projected gradient method with active-set strategy for linearly constrained optimization

dc.creatorANDRETTA, Marina
dc.creatorBIRGIN, Ernesto G.
dc.creatorMARTINEZ, J. M.
dc.date.accessioned2012-10-20T03:34:50Z
dc.date.accessioned2018-07-04T15:38:39Z
dc.date.available2012-10-20T03:34:50Z
dc.date.available2018-07-04T15:38:39Z
dc.date.created2012-10-20T03:34:50Z
dc.date.issued2010
dc.identifierNUMERICAL ALGORITHMS, v.53, n.1, p.23-52, 2010
dc.identifier1017-1398
dc.identifierhttp://producao.usp.br/handle/BDPI/28929
dc.identifier10.1007/s11075-009-9289-9
dc.identifierhttp://dx.doi.org/10.1007/s11075-009-9289-9
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1625571
dc.description.abstractA method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs are given and numerical experiments are included and commented. Software supporting this paper is available through the Tango Project web page: http://www.ime.usp.br/similar to egbirgin/tango/.
dc.languageeng
dc.publisherSPRINGER
dc.relationNumerical Algorithms
dc.rightsCopyright SPRINGER
dc.rightsrestrictedAccess
dc.subjectLinearly constrained optimization
dc.subjectSpectral projected gradient method
dc.subjectActive set methods
dc.titlePartial spectral projected gradient method with active-set strategy for linearly constrained optimization
dc.typeArtículos de revistas


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