A Projected Conjugate Gradient Method for Box-Constrained Optimization
2014 ◽
Vol 989-994
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pp. 2406-2409
Keyword(s):
In this paper, we introduce an algorithm for solving large-scale box-constrained optimization problems. At each iteration of the proposed algorithm, we first estimate the active set by means of an active set identification technique. The components of the search direction corresponding to the active set are simply defined; the other components are determined by nonlinear conjugate gradient method. Under some additional conditions, we show that the algorithm converges globally. We also report some preliminary numerical experiments to show that the proposed algorithm is practicable and effective for the test problems.
2014 ◽
Vol 2014
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pp. 1-9
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2007 ◽
Vol 2007
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pp. 1-19
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2004 ◽
Vol 62
(1)
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pp. 72-82
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2011 ◽
Vol 18
(9)
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pp. 1249-1253
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