A conjugate gradient type method for the nonnegative constraints optimization problems

DOI10.1155/2013/986317MaRDI QIDQ2375742zbMATH OpenOpenAlexWikidataFDO

Authors Can Li

Publication date 14 June 2013

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2013/986317

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

Review text

Summary: We are concerned with the nonnegative constraints optimization problems. It is well known that the conjugate gradient methods are efficient methods for solving large-scale unconstrained optimization problems due to their simplicity and low storage. Combining the modified Polak-Ribière-Polyak method proposed by Zhang, Zhou, and Li with the Zoutendijk feasible direction method, we proposed a conjugate gradient type method for solving the nonnegative constraints optimization problems. If the current iteration is a feasible point, the direction generated by the proposed method is always a feasible descent direction at the current iteration. Under appropriate conditions, we show that the proposed method is globally convergent. We also present some numerical results to show the efficiency of the proposed method.

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Cited in

(3)

• A class of modified FR conjugate gradient method and applications to non-negative matrix factorization
• The bound-constrained conjugate gradient method for non-negative matrices
• A feasible LS conjugate gradient method for nonnegative constrained optimization

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