A Conjugate Gradient Type Method for the Nonnegative Constraints Optimization Problems
Author(s) -
Can Li
Publication year - 2013
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2013/986317
Subject(s) - conjugate gradient method , mathematics , nonlinear conjugate gradient method , mathematical optimization , gradient method , conjugate residual method , gradient descent , derivation of the conjugate gradient method , optimization problem , current (fluid) , point (geometry) , type (biology) , proximal gradient methods , constrained optimization , computer science , artificial neural network , artificial intelligence , geometry , electrical engineering , engineering , ecology , biology
We are concerned with the nonnegative constraints optimization problems. It is well known that the conjugate gradient methods are efficient methods for solving large-scale unconstrained optimization problems due to their simplicity and low storage. Combining the modified Polak-Ribière-Polyak method proposed by Zhang, Zhou, and Li with the Zoutendijk feasible direction method, we proposed a conjugate gradient type method for solving the nonnegative constraints optimization problems. If the current iteration is a feasible point, the direction generated by the proposed method is always a feasible descent direction at the current iteration. Under appropriate conditions, we show that the proposed method is globally convergent. We also present some numerical results to show the efficiency of the proposed method
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