PACBB: A Projected Adaptive Cyclic Barzilai-Borwein Method for Box Constrained Optimization

  • Hongchao Zhang
  • William W. Hager
Chapter
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 82)

Summary

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 words

box constrained optimization cyclic Barzilai-Borwein stepsize method nonmonotone line search 
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Copyright information

© Springer Science+Business Media, Inc. 2006

Authors and Affiliations

  • Hongchao Zhang
    • 1
  • William W. Hager
    • 1
  1. 1.Department of MathematicsUniversity of FloridaGainesvilleUSA

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