Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones

2020 ◽  
Vol 295 (2) ◽  
pp. 787-808
Author(s):  
Jingyong Tang ◽  
Jinchuan Zhou
Mathematics ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 168 ◽  
Author(s):  
Zhifeng Dai ◽  
Huan Zhu

The goal of this paper is to extend the modified Hestenes-Stiefel method to solve large-scale nonlinear monotone equations. The method is presented by combining the hyperplane projection method (Solodov, M.V.; Svaiter, B.F. A globally convergent inexact Newton method for systems of monotone equations, in: M. Fukushima, L. Qi (Eds.)Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, Kluwer Academic Publishers. 1998, 355-369) and the modified Hestenes-Stiefel method in Dai and Wen (Dai, Z.; Wen, F. Global convergence of a modified Hestenes-Stiefel nonlinear conjugate gradient method with Armijo line search. Numer Algor. 2012, 59, 79-93). In addition, we propose a new line search for the derivative-free method. Global convergence of the proposed method is established if the system of nonlinear equations are Lipschitz continuous and monotone. Preliminary numerical results are given to test the effectiveness of the proposed method.


2014 ◽  
Vol 31 (12) ◽  
pp. 2618 ◽  
Author(s):  
Marco Salucci ◽  
Giacomo Oliveri ◽  
Andrea Randazzo ◽  
Matteo Pastorino ◽  
Andrea Massa

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Weiping Shen

We propose a generalized inexact Newton method for solving the inverse eigenvalue problems, which includes the generalized Newton method as a special case. Under the nonsingularity assumption of the Jacobian matrices at the solutionc*, a convergence analysis covering both the distinct and multiple eigenvalue cases is provided and the quadratic convergence property is proved. Moreover, numerical tests are given in the last section and comparisons with the generalized Newton method are made.


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