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

Autor(es)

Gomes-Ruggiero, M. A. ^[1] ; Martinez, J. M. ^[1] ; Santos, S. A. ^[1]

Afiliação do(s) autor(es)

^[1] Univ Estadual Campinas, Dept Appl Math, BR-13083970 Campinas, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: SIAM JOURNAL ON SCIENTIFIC COMPUTING; v. 31, n. 3, p. 1628-1652, 2009.
• Citações Web of Science: 16

Resumo

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)

• Processo FAPESP: 06/53768-0 - Métodos computacionais de otimização
• Beneficiário: José Mário Martinez Perez
• Modalidade de apoio: Auxílio à Pesquisa - Temático
• Processo FAPESP: 01/04597-4 - Métodos computacionais de otimização
• Beneficiário: José Mário Martinez Perez
• Modalidade de apoio: Auxílio à Pesquisa - Temático