Nonmonotone Strategy for Minimization of Quadratics with Simple Constraints

Autor:	José Mario Martínez, Márcia A. Gomes-Ruggiero, M. A. Diniz-Ehrhardt, Sandra A. Santos, Zdeněk Dostál
Rok vydání:	2001
Předmět:	Mathematical optimization Monotone polygon Quadratic equation Applied Mathematics Convergence (routing) Projection method Minification Quadratic programming Projection (set theory) Active set method Mathematics
Zdroj:	Applications of Mathematics. 46:321-338
ISSN:	1572-9109 0862-7940
DOI:	10.1023/a:1013752209845
Popis:	An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show that the modified method is in practice slightly more efficient than its monotone counterpart and has a performance superior to the well-known code LANCELOT for this class of problems.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6fa79fadfa3bfe8d0c1cb44ce5790863 https://doi.org/10.1023/a:1013752209845 Zobrazit plný text záznamu Full text from SpringerLink