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

Jesse L. Barlow, Gerardo Toraldo

Research output: Contribution to journalArticle

6 Scopus citations

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

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Optimization
  • Applied Mathematics

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