Monotone projected gradient methods for large-scale box-constrained quadratic programming
文献类型：期刊论文
| 作者 | Zhou Bin; Gao Li; Dai Yuhong |
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS
 |
| 出版日期 | 2006-05-01 |
| 卷号 | 49期号:5页码:688-702 |
| 关键词 | projected gradients monotone gradient methods box-constrained quadratic programming large-scale problems |
| ISSN号 | 1006-9283 |
| DOI | 10.1007/s11425-006-0688-2 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000238582800011 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/2408]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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