Summary
The adaptive cyclic Barzilai-Borwein (BB) method [DZ05] for unconstrained optimization is extended to bound constrained optimization. Using test problems from the CUTE library [BCGT95], performance is compared with SPG2 (a BB method), GENCAN (a BB/conjugate gradient scheme), and L-BFGS-B (limited BFGS for bound constrained problems).
This material is based upon work supported by the National Science Foundation under Grant No. 0203270.
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Zhang, H., Hager, W.W. (2006). PACBB: A Projected Adaptive Cyclic Barzilai-Borwein Method for Box Constrained Optimization. In: Hager, W.W., Huang, SJ., Pardalos, P.M., Prokopyev, O.A. (eds) Multiscale Optimization Methods and Applications. Nonconvex Optimization and Its Applications, vol 82. Springer, Boston, MA. https://doi.org/10.1007/0-387-29550-X_21
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