Algorithm 813
Published in ACM Transactions on Mathematical Software • Sep 1, 2001
NobleIDNI9P63W56R68S39
Authors:,,
Ernesto G. Birgin
José Mario Martínez
Marcos Raydan
Abstract
Fortran 77 software implementing the SPG method is introduced. SPG is a nonmonotone projected gradient algorithm for solving large-scale convex-constrained optimization problems. It combines the classical projected gradient method with the spectral gradient choice of steplength and a nonmonotone lin...
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