Nonmonotone strategy for minimization of quadratics with simple constraints

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F01%3A00000923" target="_blank" >RIV/61989100:27240/01:00000923 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Nonmonotone strategy for minimization of quadratics with simple constraints
Original language description
An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show that the modified method is slightly more efficient, in practice, than its monotone counterpart and has a superior performance than the well-known code LANCELOT for this class of problems.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/GA101%2F01%2F0538" target="_blank" >GA101/01/0538: Development and implementation of parallel algorithms for 3D contact problems with friction and contact shape optimization</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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