Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems. (English) Zbl 1474.90519

Dai, Zhifeng

Abstr. Appl. Anal. 2014, Article ID 921364, 9 p. (2014).

Summary: 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.

MSC:

90C53	Methods of quasi-Newton type
90C30	Nonlinear programming
65K05	Numerical mathematical programming methods

Software:

SCALCG

References:

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