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

Abstract

A 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… (More)
DOI: 10.1007/s11075-009-9289-9

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Cite this paper

@article{Andretta2009PartialSP, title={Partial spectral projected gradient method with active-set strategy for linearly constrained optimization}, author={Marina Andretta and Ernesto G. Birgin and Jos{\'e} Mario Mart{\'i}nez}, journal={Numerical Algorithms}, year={2009}, volume={53}, pages={23-52} }