Two derivative-free methods for solving underdetermined nonlinear systems of equations (Q545943)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two derivative-free methods for solving underdetermined nonlinear systems of equations |
scientific article |
Statements
Two derivative-free methods for solving underdetermined nonlinear systems of equations (English)
0 references
24 June 2011
0 references
Two different approaches to solve underdetermined nonlinear systems of equations are proposed.In one of them, the derivative-free method defined by \textit{W. La Cruz, J. M. Martinez} and \textit{M. Raydan} [Math. Comput. 75, No. 255, 1429--1448 (2006; Zbl 1122.65049)] for solving square nonlinear systems is modified and extended to cope with the underdetermined case. The other approach is a quasi-Newton method that uses the Broyden update formula and the globalized line search that combines the strategy of \textit{L. Grippo, F. Lampariello} and \textit{S. Lucidi} [SIAM J. Numer. Anal. 23, 707--716 (1986; Zbl 0616.65067)] with the \textit{D. Li} and \textit{M. Fukushima} one [Optim. Methods Softw. 13, No.~3, 181--201 (2000; Zbl 0960.65076)]. Global convergence results for both methods are proved and numerical experiments are presented to demonstrate the theoretical results.
0 references
underdetermined nonlinear systems
0 references
quasi-Newton method
0 references
derivative-free line search
0 references
spectral step length
0 references
global convergence
0 references