Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4628750 | Applied Mathematics and Computation | 2013 | 6 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Can Li, Dong-Hui Li,