The effect of diagonal scaling on projected gradient methods for bound constrained quadratic programming problems

Jesse Louis Barlow, Gerardo Toraldo

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

We examine the effect of diagonal scaling on the projected gradient method of Moré and Toraldo [SIAM J. Optimization 1, (1991), pp. 93-114] when the constraints are bound constraints and the quadratic form is positive definite. It is shown that scalings causes the method to visit fewer faces and to minimize the function more quickly. Numerical results are given with the journal bearing problem and some dense matrix bound constrained problems.

Original languageEnglish (US)
Pages (from-to)235-245
Number of pages11
JournalOptimization Methods and Software
Volume5
Issue number3
DOIs
StatePublished - Jan 1 1995

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Projected Gradient Method
Gradient methods
Journal bearings
Quadratic programming
Quadratic Programming
Scaling
Journal Bearing
Bound Constraints
Quadratic form
Positive definite
Face
Minimise
Numerical Results
Optimization

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Optimization
  • Applied Mathematics

Cite this

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The effect of diagonal scaling on projected gradient methods for bound constrained quadratic programming problems. / Barlow, Jesse Louis; Toraldo, Gerardo.

In: Optimization Methods and Software, Vol. 5, No. 3, 01.01.1995, p. 235-245.

Research output: Contribution to journalArticle

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