A feasible DY conjugate gradient method for linear equality constraints

2017 3rd International Conference on Applied Materials and Manufacturing Technology

Li, Can^1

College of Mathematics, Honghe University, Mengzi

661199, China^1

关键词: Descent directions;    Exact line searches;    Global conver-gence;    Linear equality;    Linear equality constraints;    Numerical experiments;    Storage requirements;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/242/1/012087/pdf
DOI  :  10.1088/1757-899X/242/1/012087

来源: IOP

【 摘 要 】

In this paper, we propose a feasible conjugate gradient method for solving linear equality constrained optimization problem. The method is an extension of the Dai-Yuan conjugate gradient method proposed by Dai and Yuan to linear equality constrained optimization problem. It can be applied to solve large linear equality constrained problem due to lower storage requirement. An attractive property of the method is that the generated direction is always feasible and descent direction. Under mild conditions, the global convergence of the proposed method with exact line search is established. Numerical experiments are also given which show the efficiency of the method.