PACBB: A Projected Adaptive Cyclic Barzilai-Borwein Method for Box Constrained Optimization
The adaptive cyclic Barzilai-Borwein (BB) method [DZ05] for unconstrained optimization is extended to bound constrained optimization. Using test problems from the CUTE library [BCGT95], performance is compared with SPG2 (a BB method), GENCAN (a BB/conjugate gradient scheme), and L-BFGS-B (limited BFGS for bound constrained problems).
Key wordsbox constrained optimization cyclic Barzilai-Borwein stepsize method nonmonotone line search
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