Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems (Q1725277): Difference between revisions
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English | Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems |
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Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems (English)
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14 February 2019
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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.
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