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Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization
Joint Authors
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-13
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Wang, Qiuyu& Che, Yingtao. 2014. Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1013517
Modern Language Association (MLA)
Wang, Qiuyu& Che, Yingtao. Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization. Abstract and Applied Analysis No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-1013517
American Medical Association (AMA)
Wang, Qiuyu& Che, Yingtao. Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1013517
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1013517