A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:224

Article

Cheng, Wanyou¹  Xiao, Yunhai²  Hu, Qing-Jie³ 

[1] Dongguan Univ Technol, Coll Software, Dongguan 523000, Peoples R China

[2] Henan Univ, Coll Math & Informat Sci, Inst Appl Math, Kaifeng 475004, Peoples R China

[3] Hunan Business Coll, Dept Informat, Changsha 410205, Hunan, Peoples R China

关键词: Conjugate gradient method;    Nonmonotone line search;    Global convergence;   

DOI  :  10.1016/j.cam.2008.03.050

来源: Elsevier

【 摘 要 】

In this paper, we propose a family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations. They come from two modified conjugate gradient methods [W.Y. Cheng, A two term PRP based descent Method, Numer. Funct. Anal. Optim. 28 (2007) 1217-1230; L. Zhang, W.J. Zhou. D.H. Li, A descent modified Polak-Ribiere-Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal. 26 (2006) 629-640] recently proposed for unconstrained optimization problems. Under appropriate conditions, the global convergence of the proposed method is established. Preliminary numerical results show that the proposed method is promising. (C) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

Free