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Monotone projected gradient methods for large-scale box-constrained quadratic programming. (English) Zbl 1112.90056
Summary: Inspired by the success of the projected Barzilai-Borwein (PBB) method for large-scale box-constrained quadratic programming, we propose and analyze the monotone projected gradient methods in this paper. We show by experiments and analyses that for the new methods, it is generally a bad option to compute steplengths based on the negative gradients. Thus in our algorithms, some continuous or discontinuous projected gradients are used instead to compute the steplengths. Numerical experiments on a wide variety of test problems are presented, indicating that the new methods usually outperform the PBB method.
MSC:
90C20Quadratic programming
Software:
CUTEr; LANCELOT; SifDec; SPG
References:
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