A globally convergent derivative-free method for solving large-scale nonlinear monotone equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:234

Article

Yan, Qin-Rong²  Peng, Xiao-Zhen²  Li, Dong-Hui¹ 

[1] S China Normal Univ, Guangzhou 510631, Guangdong, Peoples R China

[2] Hubei Automot Ind Inst, Dept Sci, Shiyan 442002, Hubei, Peoples R China

关键词: Monotone equation;    Derivative-free method;    Global convergence;    Projection method;   

DOI  :  10.1016/j.cam.2010.01.001

来源: Elsevier

【 摘 要 】

In this paper, we propose two derivative-free iterative methods for solving nonlinear monotone equations, which combines two modified HS methods with the projection method in Solodov and Svaiter (1998) [5]. The proposed methods can be applied to solve nonsmooth equations. They are suitable to large-scale equations due to their lower storage requirement. Under mild conditions, we show that the proposed methods are globally convergent. The reported numerical results show that the methods are efficient. (C) 2010 Elsevier B.V. All rights reserved.

【 授权许可】

Free