CHENG, WANYOU; CAO, ERBAO - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340005-1
In this paper, an adaptive gradient algorithm (AGM) for box constrained optimization is developed. The algorithm is based on an active set identification technique and consists of a nonmonotone gradient projection step, a conjugate gradient step and a rule for branching between the two steps. We...