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SPG: New method available

The Nonmonotone Spectral Gradient Method (SPG) is the third method implemented in the OOL. This method is suited for minimization of differentiable functions subjected to bound constraints. It is a competitive algorithm with low memory requirements, with the spectral steplength, a clever choice for the steplength which really improves the convergence speed.

It is available in the CVS root. A new realease is coming soon.

Posted by Ricardo Biloti 2005-05-11

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