A Polak-Ribiere-Polyak method for solving large-scale nonlinear systems of equations and its global convergence

被引：5
作者：
Li, Min [1 ]
机构：
[1] Huaihua Univ, Dept Math & Appl Math, Huaihua 418008, Hunan, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2014年 / 248卷
关键词：
Polak-Ribiere-Polyak method; Nonmonotone line search; Nonlinear systems of equations; Global convergence; QUASI-NEWTON METHODS; MONOTONE EQUATIONS; BFGS METHOD;
D O I：
10.1016/j.amc.2014.09.112
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A derivative-free conjugate gradient type method for solving large-scale nonlinear systems of equations is presented. In the iterative method, the search direction is based on the Polak-Ribiere-Polyak (PRP) conjugate gradient method, and the steplength is determined by a suitable nonmonotone line search. Under appropriate conditions, the global convergence of the proposed method is established. The method is suitable to large-scale problems for the lower storage requirement. It is shown from the numerical results that the method is practically effective. (C) 2014 Elsevier Inc. All rights reserved.
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页码：314 / 322
页数：9
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