Spectral Gradient Methods for Linearly Constrained Optimization
نویسندگان
چکیده
منابع مشابه
Spectral gradient methods for linearly constrained optimization
Linearly constrained optimization problems with simple bounds are considered in the present work. First, a preconditioned spectral gradient method is defined for the case in which no simple bounds are present. This algorithm can be viewed as a quasiNewton method in which the approximate Hessians satisfy a weak secant equation. The spectral choice of steplength is embedded into the Hessian appro...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2005
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-005-2093-3