| Full text | |
| Author(s): |
Total Authors: 3
|
| Affiliation: | [1] Univ Sao Paulo, Inst Math & Stat, Dept Comp Sci, BR-05508090 Sao Paulo - Brazil
[2] Univ Estadual Campinas, IMEC, Dept Appl Math, BR-13081970 Campinas, SP - Brazil
Total Affiliations: 2
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| Document type: | Journal article |
| Source: | NUMERICAL ALGORITHMS; v. 53, n. 1, p. 23-52, JAN 2010. |
| Web of Science Citations: | 7 |
| 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 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/. (AU) | |
| FAPESP's process: | 06/53768-0 - Computational methods of optimization |
| Grantee: | José Mário Martinez Perez |
| Support Opportunities: | Research Projects - Thematic Grants |