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.
基金
supported by the National Natural Science Foundation of China(Grant Nos.10171104,10571171&40233029).