Numerical experience with Conjugate Direction Methods in constrained minimization

In this paper, the numerical experience gained in solving constrained minimization problems using Conjugate Direction Methods is presented. For this purpose, Dennemeyer’s Least Squares Algorithm, Sequential Conjugate Gradient-Restoration Algorithm, Reduced Conjugate Gradient Method (RCGM) and an accelerated computer code MIKKI2 based on RCGM are described. Numerical implementation of these techniques is presented by solving certain test problems. The results obtained clearly indicate superiority and efficiency of the developed code MIKKI2.