A MODIFIED FLETCHER-REEVES-TYPE DERIVATIVE-FREE METHOD FOR SYMMETRIC NONLINEAR EQUATIONS

被引:42
作者
Li, Dong-Hui [1 ]
Wang, Xiao-Lin [2 ]
机构
[1] South China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China
[2] Hunan Univ, Coll Math & Econometr, Changsha 410082, Hunan, Peoples R China
来源
NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION | 2011年 / 1卷 / 01期
关键词
Symmetric nonlinear equations; derivative-free method; descent direction; global convergence;
D O I
10.3934/naco.2011.1.71
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a descent derivative-free method for solving symmetric nonlinear equations. The method is an extension of the modified Fletcher-Reeves (MFR) method proposed by Zhang, Zhou and Li [25] to symmetric nonlinear equations. It can be applied to solve large-scale symmetric nonlinear equations due to lower storage requirement. An attractive property of the method is that the directions generated by the method are descent for the residual function. By the use of some backtracking line search technique, the generated sequence of function values is decreasing. Under appropriate conditions, we show that the proposed method is globally convergent. The preliminary numerical results show that the method is practically effective.
引用
收藏
页码:71 / 82
页数:12
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