A novel projected gradient-like method for optimization problems with simple constraints
Computational and Applied Mathematics(2020)
Abstract
We propose a novel projected gradient-like method to solve a minimization problem with simple constraints. The new search direction is consistent with the first-order optimality condition for the simple constrained optimization problem, and makes the search step-size easier to determine. Convergence properties of the method are analyzed. Numerical experiments are presented to illustrate the performance and application of the proposed method.
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Key words
Constrained optimization, Nonnegative constraints, Bound constraints, Projected gradient method, 65K05, 90C30, 90C52
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