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1 results on '"Constrained optimization"'

1. Sufficient descent conjugate gradient methods for large-scale optimization problems.

Author

Zheng, Xiuyun, Liu, Hongwei, and Lu, Aiguo

Subjects
*CONJUGATE gradient methods, *MATHEMATICAL optimization, *STOCHASTIC convergence, *NUMERICAL analysis, *CONSTRAINED optimization, *SEARCH algorithms, *GLOBAL analysis (Mathematics)
Abstract

Sufficient descent condition is very crucial in establishing the global convergence of nonlinear conjugate gradient method. In this paper, we modified two conjugate gradient methods such that both methods satisfy this property. Under suitable conditions, we prove the global convergence of the proposed methods. Numerical results show that the proposed methods are efficient for the given test problems. [ABSTRACT FROM PUBLISHER]

Published
2011
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