Two derivative-free methods for solving underdetermined nonlinear systems of equations (Q545943)

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Two derivative-free methods for solving underdetermined nonlinear systems of equations
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    Two derivative-free methods for solving underdetermined nonlinear systems of equations (English)
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    24 June 2011
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    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.
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    underdetermined nonlinear systems
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    quasi-Newton method
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    derivative-free line search
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    spectral step length
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    global convergence
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