Spectral projected gradient methods: review and perspectives

EG Birgin, JM Martínez, M Raydan - Journal of Statistical Software, 2014 - jstatsoft.org
Over the last two decades, it has been observed that using the gradient vector as a search
direction in large-scale optimization may lead to efficient algorithms. The effectiveness relies …

The Barzilai and Borwein gradient method for the large scale unconstrained minimization problem

M Raydan - SIAM Journal on Optimization, 1997 - SIAM
The Barzilai and Borwein gradient method for the solution of large scale unconstrained
minimization problems is considered. This method requires few storage locations and very …

A nonmonotone line search technique and its application to unconstrained optimization

H Zhang, WW Hager - SIAM journal on Optimization, 2004 - SIAM
A new nonmonotone line search algorithm is proposed and analyzed. In our scheme, we
require that an average of the successive function values decreases, while the traditional …

The path solver: a nommonotone stabilization scheme for mixed complementarity problems

SP Dirkse, MC Ferris - Optimization methods and software, 1995 - Taylor & Francis
The PATH solver is an implementation of a stabilized Newton method for the solution of the
Mixed Complementarity Problem. The stabilization scheme employs a path-generation …

Theory of algorithms for unconstrained optimization

J Nocedal - Acta numerica, 1992 - cambridge.org
A few months ago, while preparing a lecture to an audience that included engineers and
numerical analysts, I asked myself the question: from the point of view of a user of nonlinear …

Some noninterior continuation methods for linear complementarity problems

C Kanzow - SIAM Journal on Matrix Analysis and Applications, 1996 - SIAM
We introduce some new path-following methods for the solution of the linear
complementarity problem. We call these methods noninterior continuation methods since, in …

On the nonmonotone line search

YH Dai - Journal of Optimization theory and Applications, 2002 - Springer
The technique of nonmonotone line search has received many successful applications and
extensions in nonlinear optimization. This paper provides some basic analyses of the …

A derivative-free line search and global convergence of Broyden-like method for nonlinear equations

DH Li, M Fukushima - Optimization methods and software, 2000 - Taylor & Francis
In this paper, by using derivative-free line search, we propose a quasi-Newton method for
smooth nonlinear equations. Under appropriate conditions, we show that the proposed …

A mathematical programming approach for the solution of the railway yield management problem

A Ciancimino, G Inzerillo, S Lucidi… - Transportation …, 1999 - pubsonline.informs.org
Railway passenger transportation plays a fundamental role in Europe, particularly in view of
the growing number of trains offering valuable services such as high speed travel, high …

An assessment of nonmonotone linesearch techniques for unconstrained optimization

PL Toint - SIAM Journal on Scientific Computing, 1996 - SIAM
The purpose of this paper is to discuss the potential of nonmonotone techniques for
enforcing convergence of unconstrained minimization algorithms from starting points distant …