Spectral Projected Gradient Method with Inexact Restoration for Minimization with Nonconvex Constraints

  • Authors:
  • M. A. Gomes-Ruggiero;J. M. Martínez;S. A. Santos

  • Affiliations:
  • marcia@ime.unicamp.br and martinez@ime.unicamp.br and sandra@ime.unicamp.br;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2009

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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.