Monotone projected gradient methods for large-scale box-constrained quadratic programming

doi:10.1007/s11425-006-0688-2

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	Monotone projected gradient methods for large-scale box-constrained quadratic programming
	Zhou Bin ; Gao Li ; Dai Yuhong
	2006-05-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN	1006-9283
卷号	49 期号:5 页码:688-702
摘要	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.
关键词	projected gradients monotone gradient methods box-constrained quadratic programming large-scale problems
DOI	10.1007/s11425-006-0688-2
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000238582800011
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2409
专题	中国科学院数学与系统科学研究院
通讯作者	Gao Li
作者单位	1.Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China 2.Peking Univ, LMAM, Beijing 100871, Peoples R China 3.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhou Bin,Gao Li,Dai Yuhong. Monotone projected gradient methods for large-scale box-constrained quadratic programming[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2006,49(5):688-702.
APA	Zhou Bin,Gao Li,&Dai Yuhong.(2006).Monotone projected gradient methods for large-scale box-constrained quadratic programming.SCIENCE IN CHINA SERIES A-MATHEMATICS,49(5),688-702.
MLA	Zhou Bin,et al."Monotone projected gradient methods for large-scale box-constrained quadratic programming".SCIENCE IN CHINA SERIES A-MATHEMATICS 49.5(2006):688-702.