A PRP type method for systems of monotone equations

被引：97
作者：
Cheng, Wanyou [1 ]
机构：
[1] Dongguan Univ Technol, Coll Comp, Dongguan 523000, Peoples R China
来源：
MATHEMATICAL AND COMPUTER MODELLING | 2009年 / 50卷 / 1-2期
关键词：
Monotone equations; Hyperplane projection method; Global convergence; SCALE NONLINEAR-SYSTEMS; QUASI-NEWTON METHODS; LINE SEARCH; CONVERGENCE;
D O I：
10.1016/j.mcm.2009.04.007
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper, we propose an algorithm for solving systems of monotone equations. The method is a combination of the well-known PRP method and the hyperplane projection method. We prove that the proposed method is globally convergent if the equation is monotone and Lipschitz continuous without any differentiability requirement on the equation. Preliminary numerical results show that the proposed method is promising. (C) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码：15 / 20
页数：6
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