Spectral Projected Gradient Methods
نویسندگان
چکیده
The poor practical behavior of (1)-(2) has been known for many years. If the level sets of f resemble long valleys, the sequence {xk} displays a typical zig-zagging trajectory and the speed of convergence is very slow. In the simplest case, in which f is a strictly convex quadratic, the method converges to the solution with a Q-linear rate of convergence whose factor tends to 1 when the condition number of the Hessian tends to infinity. Nevertheless, the structure of the iteration (1) is very attractive, especially when one deals with large-scale (many variables) problems. Each iteration only needs the computation of the
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