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Applied Mathematics and Optimization

, Volume 58, Issue 2, pp 275–290 | Cite as

Subspace Barzilai-Borwein Gradient Method for Large-Scale Bound Constrained Optimization

  • Yunhai XiaoEmail author
  • Qingjie Hu
Article

Abstract

An active set subspace Barzilai-Borwein gradient algorithm for large-scale bound constrained optimization is proposed. The active sets are estimated by an identification technique. The search direction consists of two parts: some of the components are simply defined; the other components are determined by the Barzilai-Borwein gradient method. In this work, a nonmonotone line search strategy that guarantees global convergence is used. Preliminary numerical results show that the proposed method is promising, and competitive with the well-known method SPG on a subset of bound constrained problems from CUTEr collection.

Keywords

Bound constrained problem Barzilai-Borwein gradient method Nonmonotone line search Stationary point 

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Institute of Applied Mathematics, School of Mathematics and Information ScienceHenan UniversityKaifengPeople’s Republic of China
  2. 2.Department of InformationHunan Business CollegeChangshaPeople’s Republic of China

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