SPG: Software for Convex-Constrained Optimization
نویسندگان
چکیده
Fortran 77 software implementing the SPG method is introduced. SPG is a nonmonotone projected gradient algorithm for solving largescale convex-constrained optimization problems. It combines the classical projected gradient method with the spectral gradient choice of steplength and a nonmonotone line search strategy. The user provides objective function and gradient values, and projections onto the feasible set. Implementation details are presented and the usage of the software is described. Some recent numerical tests are reported on very large location problems. The main conclusion is that SPG compares favorably with existing software.
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