Nonmonotone filter DQMM method for the system of nonlinear equations |
| |
Authors: | Chao Gu |
| |
Institution: | School of Math. and Info., Shanghai LiXin University of Commerce, Shanghai 201620, PR China |
| |
Abstract: | In this paper, we propose a nonmonotone filter Diagonalized Quasi-Newton Multiplier (DQMM) method for solving system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem which is then solved by nonmonotone filter DQMM method. A nonmonotone criterion is used to speed up the convergence progress in some ill-conditioned cases. Under reasonable conditions, we give the global convergence properties. The numerical experiments are reported to show the effectiveness of the proposed algorithm. |
| |
Keywords: | Nonmonotone Line search Filter method System of nonlinear equations Constrained optimization |
本文献已被 ScienceDirect 等数据库收录! |