本文给出求解界约束优化问题的一种新的非单调谱投影梯度算法.该算法是将谱投影梯度算法与Zhang and Hager[SIAM Journal on Optimization,2004,4(4):1043-1056]提出的非单调线搜索结合得到的方法.在合理的假设条件下,证明了算法的全局...本文给出求解界约束优化问题的一种新的非单调谱投影梯度算法.该算法是将谱投影梯度算法与Zhang and Hager[SIAM Journal on Optimization,2004,4(4):1043-1056]提出的非单调线搜索结合得到的方法.在合理的假设条件下,证明了算法的全局收敛性.数值实验结果表明,与已有的界约束优化问题的谱投影梯度法比较,利用本文给出的算法求解界约束优化问题是有竞争力的.展开更多
In this paper, we proposed a spectral gradient-Newton two phase method for constrained semismooth equations. In the first stage, we use the spectral projected gradient to obtain the global convergence of the algorithm...In this paper, we proposed a spectral gradient-Newton two phase method for constrained semismooth equations. In the first stage, we use the spectral projected gradient to obtain the global convergence of the algorithm, and then use the final point in the first stage as a new initial point to turn to a projected semismooth asymptotically newton method for fast convergence.展开更多
文摘本文给出求解界约束优化问题的一种新的非单调谱投影梯度算法.该算法是将谱投影梯度算法与Zhang and Hager[SIAM Journal on Optimization,2004,4(4):1043-1056]提出的非单调线搜索结合得到的方法.在合理的假设条件下,证明了算法的全局收敛性.数值实验结果表明,与已有的界约束优化问题的谱投影梯度法比较,利用本文给出的算法求解界约束优化问题是有竞争力的.
文摘In this paper, we proposed a spectral gradient-Newton two phase method for constrained semismooth equations. In the first stage, we use the spectral projected gradient to obtain the global convergence of the algorithm, and then use the final point in the first stage as a new initial point to turn to a projected semismooth asymptotically newton method for fast convergence.
