Abstract and Applied Analysis

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

Zhifeng Dai

Full-text: Open access

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.

Article information

Source
Abstr. Appl. Anal., Volume 2014 (2014), Article ID 921364, 9 pages.

Dates
First available in Project Euclid: 2 October 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1412277150

Digital Object Identifier
doi:10.1155/2014/921364

Mathematical Reviews number (MathSciNet)
MR3248880

Zentralblatt MATH identifier
07023312

Citation

Dai, Zhifeng. Extension of Modified Polak-Ribière-Polyak Conjugate Gradient Method to Linear Equality Constraints Minimization Problems. Abstr. Appl. Anal. 2014 (2014), Article ID 921364, 9 pages. doi:10.1155/2014/921364. https://projecteuclid.org/euclid.aaa/1412277150


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