We examine the e®ect of diagonal scaling on the projected gradient method of More' and Toraldo [SIAM J. Optimization 1, (1991), pp.93- 114] when the constraints are bound constraints and the quadratic form is positive de¯nite. It is shown that scaling causes the method to visit fewer faces and to minimize the function more quickly. Numerical results are given with the journal bearing problem

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

TORALDO, GERARDO
1995

Abstract

We examine the e®ect of diagonal scaling on the projected gradient method of More' and Toraldo [SIAM J. Optimization 1, (1991), pp.93- 114] when the constraints are bound constraints and the quadratic form is positive de¯nite. It is shown that scaling causes the method to visit fewer faces and to minimize the function more quickly. Numerical results are given with the journal bearing problem
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11591/441018
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