A derivative-free PRP method for solving large-scale nonlinear systems of equations and its global convergence

2013 ◽  
Vol 29 (3) ◽  
pp. 503-514 ◽  
Author(s):  
Min Li
Keyword(s):  
Nonlinear Systems ◽  
Global Convergence ◽  
Large Scale ◽  
Systems Of Equations ◽  
Nonlinear Systems Of Equations ◽  
Derivative Free

A NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONS

2017 ◽  
Vol 95 (3) ◽  
pp. 500-511 ◽  
Author(s):  
XIAOWEI FANG ◽  
QIN NI
Keyword(s):  
Nonlinear Systems ◽  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Large Scale ◽  
Test Problems ◽  
Systems Of Equations ◽  
Nonlinear Systems Of Equations ◽  
Line Search Method ◽  
Derivative Free

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.

scholarly journals A Derivative-Free Liu–Storey Method for Solving Large-Scale Nonlinear Systems of Equations

2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
Zhenhua Su ◽  
Min Li
Keyword(s):  
Nonlinear Systems ◽  
Large Scale ◽  
Line Search ◽  
Convergence Property ◽  
Systems Of Equations ◽  
Storage Requirement ◽  
Nonlinear Systems Of Equations ◽  
Large Scale Problems ◽  
Derivative Free ◽  
Global Convergence Property

In this paper, a descent Liu–Storey conjugate gradient method is extended to solve large-scale nonlinear systems of equations. Based on certain assumptions, the global convergence property is obtained with a nonmonotone line search. The proposed method is suitable to solve large-scale problems for the low-storage requirement. Numerical experiment results show that the new method is practically effective.

MODIFICATION OF PSB QUASI-NEWTON UPDATE AND ITS GLOBAL CONVERGENCE FOR SOLVING SYSTEMS OF NONLINEAR EQUATIONS

2021 ◽  
Vol 4 (4) ◽  
pp. 382-390
Author(s):  
Muhammad Kabir Dauda
Keyword(s):  
Large Scale ◽  
Nonlinear Problems ◽  
Benchmark Problems ◽  
Systems Of Nonlinear Equations ◽  
Systems Of Equations ◽  
Nonlinear Systems Of Equations ◽  
Derivative Free ◽  
Broyden Update ◽  
Quasi Newton ◽  
Jacobian Inverse

Nonlinear problems mostly emanate from the work of engineers, physicists, mathematicians and many other scientists. A variety of iterative methods have been developed for solving large scale nonlinear systems of equations. A prominent method for solving such equations is the classical Newton’s method, but it has many shortcomings that include computing Jacobian inverse that sometimes fails. To overcome such drawbacks, an approximation with derivative free line is used on an existing method. The method uses PSB (Powell-Symmetric Broyden) update. The efficiency of the proposed method has been improved in terms of number of iteration and CPU time, hence the aim of this research. The preliminary numerical results show that the proposed method is practically efficient when applied on some benchmark problems.

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