Two derivative-free projection approaches for systems of large-scale nonlinear monotone equations (Q369446): Difference between revisions
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The authors introduce two derivative-free approaches for solving systems of nonlinear equations \(F(x)=0\), where \(F:\mathbb {R}^n\rightarrow \mathbb {R}^m\) is a continuous function satisfying the monotonicity condition \((F(x)-F(y))^T(x-y)\geq 0\), for all \(x,y\in \mathbb {R}\). First, they apply a backtracking line search along a specific direction to construct a new point. If it does not solve the problem, the projection technique is applied to construct an appropriate hyperplane strictly separating the current iterate from the solution of the problem. Then, the projection of this point onto the hyperplane is used as the next iterate. The authors prove the global convergence of the algorithm if the solution set of the problem is not empty and the function \(F(x)\) is Lipschitz continuous on \(\mathbb {R}^n\). Finally, they present the result of numerical experiments. | |||
Property / review text: The authors introduce two derivative-free approaches for solving systems of nonlinear equations \(F(x)=0\), where \(F:\mathbb {R}^n\rightarrow \mathbb {R}^m\) is a continuous function satisfying the monotonicity condition \((F(x)-F(y))^T(x-y)\geq 0\), for all \(x,y\in \mathbb {R}\). First, they apply a backtracking line search along a specific direction to construct a new point. If it does not solve the problem, the projection technique is applied to construct an appropriate hyperplane strictly separating the current iterate from the solution of the problem. Then, the projection of this point onto the hyperplane is used as the next iterate. The authors prove the global convergence of the algorithm if the solution set of the problem is not empty and the function \(F(x)\) is Lipschitz continuous on \(\mathbb {R}^n\). Finally, they present the result of numerical experiments. / rank | |||
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Property / reviewed by: Przemysław Stpiczyński / rank | |||
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Property / Mathematics Subject Classification ID: 65H10 / rank | |||
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Property / zbMATH DE Number: 6210990 / rank | |||
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system of nonlinear equations | |||
Property / zbMATH Keywords: system of nonlinear equations / rank | |||
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monotonicity property | |||
Property / zbMATH Keywords: monotonicity property / rank | |||
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derivative-free conjugate gradient approach | |||
Property / zbMATH Keywords: derivative-free conjugate gradient approach / rank | |||
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projection procedure | |||
Property / zbMATH Keywords: projection procedure / rank | |||
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line search technique | |||
Property / zbMATH Keywords: line search technique / rank | |||
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global convergence | |||
Property / zbMATH Keywords: global convergence / rank | |||
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algorithm | |||
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numerical experiments | |||
Property / zbMATH Keywords: numerical experiments / rank | |||
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Revision as of 12:27, 28 June 2023
scientific article
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English | Two derivative-free projection approaches for systems of large-scale nonlinear monotone equations |
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Two derivative-free projection approaches for systems of large-scale nonlinear monotone equations (English)
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24 September 2013
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The authors introduce two derivative-free approaches for solving systems of nonlinear equations \(F(x)=0\), where \(F:\mathbb {R}^n\rightarrow \mathbb {R}^m\) is a continuous function satisfying the monotonicity condition \((F(x)-F(y))^T(x-y)\geq 0\), for all \(x,y\in \mathbb {R}\). First, they apply a backtracking line search along a specific direction to construct a new point. If it does not solve the problem, the projection technique is applied to construct an appropriate hyperplane strictly separating the current iterate from the solution of the problem. Then, the projection of this point onto the hyperplane is used as the next iterate. The authors prove the global convergence of the algorithm if the solution set of the problem is not empty and the function \(F(x)\) is Lipschitz continuous on \(\mathbb {R}^n\). Finally, they present the result of numerical experiments.
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system of nonlinear equations
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monotonicity property
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derivative-free conjugate gradient approach
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projection procedure
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line search technique
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global convergence
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algorithm
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numerical experiments
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