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A Frank-Wolfe/gradient Projection Method for Large Scale Optimization

A Frank-Wolfe/gradient Projection Method for Large Scale Optimization PDF Author: Institute for Defense Analyses. Supercomputing Research Center
Publisher:
ISBN:
Category : Algorithms
Languages : en
Pages : 31

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Book Description
We further show that in the case of a quadratic objective, a Fletcher-Reeves type conjugate gradient modification for manifold suboptimization results in the algorithm converging to a nondegenerate solution point in a finite number of iterations. Numerical results run on the Sun4 and a single processor of the Cray2 are provided for discrete optimal control problems with a large number (up to 10,000) of control variables and compared against existing results."