کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4628750 1340565 2013 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An extension of the Fletcher–Reeves method to linear equality constrained optimization problem
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
An extension of the Fletcher–Reeves method to linear equality constrained optimization problem
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 219, Issue 23, 1 August 2013, Pages 10909–10914
نویسندگان
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