A multivariate spectral projected gradient method for bound constrained optimization.

Zhensheng Yu Jing Sun Yi Qin

Published in: J. Comput. Appl. Math. (2011)

Keyphrases

gradient method
constrained optimization
unconstrained optimization
convergence rate
constrained optimization problems
step size
constraint handling
optimization methods
upper bound
negative matrix factorization
objective function
penalty function
penalty functions
cost function
lagrange multipliers