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

Zhifeng Dai

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

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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https://doi.org/10.1155/2014/921364

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:921364

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