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.

引用

页码：314 / 322

页数：9

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