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NA
2010
69views more  NA 2010»
13 years 3 months ago
Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed...
Marina Andretta, Ernesto G. Birgin, José Ma...
SIAMJO
2008
212views more  SIAMJO 2008»
13 years 4 months ago
Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
Radek Kucera