Trust regions and projected gradients
Conference
·
OSTI ID:5383480
The numerical solution of large scale linearly constrained problems by algorithms which use the gradient projection method is a promising research area. Algorithms based on the gradient projection method are able to drop and add many constraints at each iteration, and this ability gives them an important advantage in large scale problems. In this paper we show how the ideas from the gradient projection method combine with trust region methods, and we give an indication of the powerful convergence results that are available for algorithms of this type. 14 refs.
- Research Organization:
- Argonne National Lab., IL (USA)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 5383480
- Report Number(s):
- ANL/MCS-TM-107; CONF-8708220-1; ON: DE88005829
- Country of Publication:
- United States
- Language:
- English
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