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- Title
Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization.
- Authors
Qiuyu Wang; Yingtao Che
- Abstract
A practical algorithm for solving large-scale box-constrained optimization problems is developed, analyzed, and tested. In the proposed algorithm, an identification strategy is involved to estimate the active set at per-iteration. The components of inactive variables are determined by the steepest descent method at first finite number of steps and then by conjugate gradient method subsequently. Under some appropriate conditions, we show that the algorithm converges globally. Numerical experiments and comparisons by using some box-constrained problems from CUTEr library are reported. Numerical comparisons illustrate that the proposed method is promising and competitive with the well-known method--L-BFGS-B.
- Subjects
MATHEMATICAL optimization; NUMERICAL analysis; ITERATIVE methods (Mathematics); CONSTRAINED optimization; STOCHASTIC convergence
- Publication
Abstract & Applied Analysis, 2014, p1
- ISSN
1085-3375
- Publication type
Article
- DOI
10.1155/2014/236158