| LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS |
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| 作者姓名： | Weijun Zhou Donghui Li |
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| 作者单位： | [1]College of Mathematics, Changsha University of Science and Technology, Changsha 410077, China [2]College of Mathematics and Econometrics, Hunan University, Changsha 410089, China |
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| 基金项目： | Support by NSF of China grant 10471036 and a 973 project. The authors would like to thank the referees for their helpful comments on the paper. |
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| 摘 要： | In this paper, we propose an algorithm for solving nonlinear monotone equations by combining the limited memory BFGS method （L-BFGS） with a projection method. We show that the method is globally convergent if the equation involves a Lipschitz continuous monotone function. We also present some preliminary numerical results.
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| 关 键 词： | 非线性方程 数值算法 单调性 数值积分法 |
| 修稿时间： | 2005-07-132006-03-24 |
LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS |
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| Weijun Zhou Donghui Li.LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS[J].Journal of Computational Mathematics,2007,25(1):89-96. |
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| Abstract: | |
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| Keywords: | Limited memory BFGS method Monotone function Projection method |
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