SPECTRAL PROJECTED GRADIENT METHOD WITH INEXACT RESTORATION FOR MINIMIZATION WITH NONCONVEX CONSTRAINTS

作     者：Gomes-Ruggiero, M. A. Martinez, J. M. Santos, S. A. 

作者机构：Univ Estadual Campinas Dept Appl Math BR-13083970 Campinas SP Brazil 

出 版 物：《SIAM JOURNAL ON SCIENTIFIC COMPUTING》 (工业与应用数学会科学计算杂志)

年 卷 期：2009年第31卷第3期

页      面：1628-1652页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：PRONEX-Optimization (PRONEX - CNPq/FAPERJ ) [E-26/171.164/2003 - APQ1] FAPESP [01/04597-4, 06/53768-0] Fundacao de Amparo a Pesquisa do Estado de Sao Paulo (FAPESP) [01/04597-4, 06/53768-0] Funding Source: FAPESP 

主　　题：spectral projected gradients inexact restoration nonlinear programming hard-spheres problems 

摘      要：This work takes advantage of the spectral projected gradient direction within the inexact restoration framework to address nonlinear optimization problems with nonconvex constraints. The proposed strategy includes a convenient handling of the constraints, together with nonmonotonic features to speed up convergence. The numerical performance is assessed by experiments with hard-spheres problems, pointing out that the inexact restoration framework provides an adequate environment for the extension of the spectral projected gradient method for general nonlinearly constrained optimization.