Solving bound constrained optimization via a new nonmonotone spectral projected gradient method

Authors:
Zhensheng Yu
Affiliations:
College of Science, University of Shanghai for Science and Technology, Shanghai 200093, PR China and Department of Applied Mathematics, Tongji University, Shanghai 200092, PR China
Venue:
Applied Numerical Mathematics
Year:
2008

Citing 8
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Abstract

In this paper, by introducing a new nonmonotone line search technique and combining it with the spectral projected gradient method, we propose a solution method for solving the bound constrained optimization problems. Under mild conditions, we obtain the global convergence even without requiring a prior of the existence of a limit point. Numerical tests are also given to show the efficiency of the proposed method.