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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

SPECTRAL PROJECTED GRADIENT METHOD WITH INEXACT RESTORATION FOR MINIMIZATION WITH NONCONVEX CONSTRAINTS

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Author(s):
Gomes-Ruggiero, M. A. [1] ; Martinez, J. M. [1] ; Santos, S. A. [1]
Total Authors: 3
Affiliation:
[1] Univ Estadual Campinas, Dept Appl Math, BR-13083970 Campinas, SP - Brazil
Total Affiliations: 1
Document type: Journal article
Source: SIAM JOURNAL ON SCIENTIFIC COMPUTING; v. 31, n. 3, p. 1628-1652, 2009.
Web of Science Citations: 16
Abstract

This work takes advantage of the spectral projected gradient direction within the inexact restoration framework to address nonlinear optimization problems with nonconvex constraints. The proposed strategy includes a convenient handling of the constraints, together with nonmonotonic features to speed up convergence. The numerical performance is assessed by experiments with hard-spheres problems, pointing out that the inexact restoration framework provides an adequate environment for the extension of the spectral projected gradient method for general nonlinearly constrained optimization. (AU)

FAPESP's process: 06/53768-0 - Computational methods of optimization
Grantee:José Mário Martinez Perez
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 01/04597-4 - Computational Methods in Optimization
Grantee:José Mário Martinez Perez
Support Opportunities: Research Projects - Thematic Grants