Title of Paper:A NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONS

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Affiliation of Author(s):理学院

Journal:BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY

Key Words:large-scale nonlinear systems of equations conjugate gradient method nonmonotone line search

Abstract:We propose a new derivative-free conjugate gradient method for large-scale nonlinear systems of equations. The method combines the Rivaie-Mustafa-Ismail-Leong conjugate gradient method for unconstrained optimisation problems and a new nonmonotone line-search method. The global convergence of the proposed method is established under some mild assumptions. Numerical results using 104 test problems from the CUTEst test problem library show that the proposed method is promising.

ISSN No.:0004-9727

Translation or Not:no

Date of Publication:2017-06-01

Co-author:Fang, Xiaowei

Correspondence Author:nq