spectral projected gradient

A Matrix-Free Trust-Region Newton Algorithm for Convex-Constrained Optimization

  • Drew P. Kouri
    • Categories Constrained Nonlinear Optimization, Infinite Dimensional Optimization, Nonlinear Optimization Tags , , , ,

    We describe a matrix-free trust-region algorithm for solving convex-constrained optimization problems that uses the spectral projected gradient method to compute trial steps. To project onto the intersection of the feasible set and the trust region, we reformulate and solve the dual projection problem as a one-dimensional root finding problem. We demonstrate our algorithm’s performance on … Read more

    Spectral projected gradient method for stochastic optimization

  • Nataša Krejić
  • Nataša Krklec Jerinkić
    • Categories Global Optimization Tags , , ,

    We consider the Spectral Projected Gradient method for solving constrained optimization problems with the objective function in the form of mathematical expectation. It is assumed that the feasible set is convex, closed and easy to project on. The objective function is approximated by a sequence of Sample Average Approximation functions with different sample sizes. The … Read more

    On the application of the spectral projected gradient method in image segmentation

  • Laura Antonelli
  • Valentina De Simone
  • Daniela di Serafino
    • Categories Applications - Science and Engineering, Bound-constrained Optimization Tags , ,

    We investigate the application of the nonmonotone spectral projected gradient (SPG) method to a region-based variational model for image segmentation. We consider a “discretize-then-optimize” approach and solve the resulting nonlinear optimization problem by an alternating minimization procedure that exploits the SPG2 algorithm by Birgin, Martì­nez and Raydan (SIAM J. Optim., 10(4), 2000). We provide a … Read more