A derivative-free memoryless BFGS hyperplane projection method for solving large-scale nonlinear monotone equations
发布时间：2023-01-19
点击次数：
DOI码：10.1007/s00500-022-07536-4
所属单位：中南大学
教研室：信息与计算科学系
发表刊物：Soft Computing
刊物所在地：美国
关键字：Nonlinear monotone equations Derivative-free method Hyperplane projection method Conjugate gradient method
摘要：In this work, by combining a three-term memoryless BFGS conjugate gradient direction with the hyperplane projection technique , we develop a new derivative-free algorithm to solve nonlinear monotone equations. The method is motivated by conjugate gradient method and hyperplane projection, as well as quasi-Newton method. The search direction has three terms and is obtained by modifying the BFGS updating matrix with a unit matrix in each step. The algorithm needs no matrices computing, and it is suitable for solving large-scale nonlinear monotone equations. The proposed method satisfies the Dai–Liao conjugacy conditions and is always descent irrelative to any line searches. Under standard conditions, the optimizer solution can be obtained by a globally convergent sequence as long as the initial point is given. The reported numerical experiments show that the method is promising and efficient compared to similar algorithms in the literature.
第一作者：Fei Huang
论文类型：期刊论文
通讯作者：Songhai Deng
是否译文：否
发表时间：2022-09-24
附件：