A NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONS
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所属单位：理学院
发表刊物：BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY
关键字：large-scale nonlinear systems of equations conjugate gradient method nonmonotone line search
摘要：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号：0004-9727
是否译文：否
发表时间：2017-06-01
合写作者：Fang, Xiaowei
通讯作者：倪勤