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Monotone projected gradient methods for large-scale box-constrained quadratic programming 被引量:3

Monotone projected gradient methods for large-scale box-constrained quadratic programming
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摘要 Inspired by the success of the projected Barzilai-Borwein (PBB) method for largescale box-constrained quadratic programming, we propose and analyze the monotone projected gradient methods in this paper. We show by experiments and analyses that for the new methods,it is generally a bad option to compute steplengths based on the negative gradients. Thus in our algorithms, some continuous or discontinuous projected gradients are used instead to compute the steplengths. Numerical experiments on a wide variety of test problems are presented, indicating that the new methods usually outperform the PBB method. Inspired by the success of the projected Barzilai-Borwein (PBB) method for large-scale box-constrained quadratic programming, we propose and analyze the monotone projected gradient methods in this paper. We show by experiments and analyses that for the new methods, it is generally a bad option to compute steplengths based on the negative gradients. Thus in our algorithms, some continuous or discontinuous projected gradients are used instead to compute the steplengths. Numerical experiments on a wide variety of test problems are presented, indicating that the new methods usually outperform the PBB method.
出处 《Science China Mathematics》 SCIE 2006年第5期688-702,共15页 中国科学:数学(英文版)
基金 supported by the National Natural Science Foundation of China(Grant Nos.10171104,10571171&40233029).
关键词 projected gradients MONOTONE GRADIENT methods box-constrained QUADRATIC programming LARGE-SCALE problems. projected gradients, monotone gradient methods, box-constrained quadratic programming, large-scale problems.
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