Nonmonotone Spectral Projected Gradient Methods on Convex Sets
Nonmonotone Spectral Projected Gradient Methods on Convex Sets
Nonmonotone projected gradient techniques are considered for the minimization of differentiable functions on closed convex sets. The classical projected gradient schemes are extended to include a nonmonotone steplength strategy that is based on the Grippo--Lampariello--Lucidi nonmonotone line search. In particular, the nonmonotone strategy is combined with the spectral gradient choice …