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计算数学  2013 

求解界约束优化的一种新的非单调谱投影梯度法

, PP. 419-430

Keywords: 界约束优化问题,非单调线搜索,谱投影梯度法,全局收敛

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Abstract:

本文给出求解界约束优化问题的一种新的非单调谱投影梯度算法.该算法是将谱投影梯度算法与ZhangandHager[SIAMJournalonOptimization,2004,4(4):1043-1056]提出的非单调线搜索结合得到的方法.在合理的假设条件下,证明了算法的全局收敛性.数值实验结果表明,与已有的界约束优化问题的谱投影梯度法比较,利用本文给出的算法求解界约束优化问题是有竞争力的.

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