An extension of the Fletcher-Reeves method to linear equality constrained optimization problem

被引:6
|
作者
Li, Can [1 ]
Li, Dong-Hui [2 ]
机构
[1] Honghe Univ, Coll Math, Yunnan 661100, Peoples R China
[2] S China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China
关键词
Linear equality constrained optimization problem; Feasible direction method; Fletcher-Reeves method; Global convergence; CONJUGATE-GRADIENT METHOD; GLOBAL CONVERGENCE; MINIMIZATION; PROPERTY; SEARCH;
D O I
10.1016/j.amc.2013.04.055
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, combining the feasible direction method with the conjugate gradient method, we propose a feasible Fletcher Reeves conjugate gradient method for solving linear equality constrained optimization problem. The directions generated by the method are feasible and descent for the objective function. Under mild conditions, we show that the proposed method with exact line search is globally convergent. Numerical experiments are also given to show the efficiency of the method. (C) 2013 Elsevier Inc. All rights reserved.
引用
收藏
页码:10909 / 10914
页数:6
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