A spectral updating for the method of moving asymptotes

被引：5

作者：

Gomes-Ruggiero, Marcia A. ^{[1
]}

Sachine, Mael ^{[1
]}

Santos, Sandra A. ^{[1
]}

机构：

[1] DMA IMECC UNICAMP, BR-13081970 Campinas, SP, Brazil

来源：

OPTIMIZATION METHODS & SOFTWARE | 2010年 / 25卷 / 06期

关键词：

constrained optimization; method of moving asymptotes; spectral parameter; large scale problems; global convergence; PROJECTED GRADIENT METHODS; MINIMIZATION; BARZILAI;

D O I：

10.1080/10556780902906282

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

A modified version of the method of moving asymptotes is proposed based on the spectral parameter used in the updating of a key parameter of the model. The second-order information present in the spectral parameter is thus included in the model functions that define the rational approximations. Numerical experiments indicate that the idea is promising in the sense that the cost-benefit of computing the spectral parameter is worth it for reducing the total effort of the algorithm when compared with the original version.

引用

页码：883 / 893

页数：11

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