Spectral projected gradient methods: review and perspectives
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 …
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 …
minimization problems is considered. This method requires few storage locations and very …
A nonmonotone line search technique and its application to unconstrained optimization
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 …
require that an average of the successive function values decreases, while the traditional …
The path solver: a nommonotone stabilization scheme for mixed complementarity problems
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 …
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 …
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 …
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 …
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 …
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 …
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 …
enforcing convergence of unconstrained minimization algorithms from starting points distant …