Extension of Modified Polak-Ribière-Polyak Conjugate Gradient Method to Linear Equality Constraints Minimization Problems

Zhifeng Dai

Abstract and Applied Analysis, 2014, vol. 2014, 1-9

Abstract:

Combining the Rosen gradient projection method with the two-term Polak-Ribière-Polyak (PRP) conjugate gradient method, we propose a two-term Polak-Ribière-Polyak (PRP) conjugate gradient projection method for solving linear equality constraints optimization problems. The proposed method possesses some attractive properties: (1) search direction generated by the proposed method is a feasible descent direction; consequently the generated iterates are feasible points; (2) the sequences of function are decreasing. Under some mild conditions, we show that it is globally convergent with Armijio-type line search. Preliminary numerical results show that the proposed method is promising.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:921364

DOI: 10.1155/2014/921364

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