Nonmonotone filter DQMM method for the system of nonlinear equations (Q548014)
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scientific article; zbMATH DE number 5913747
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| English | Nonmonotone filter DQMM method for the system of nonlinear equations |
scientific article; zbMATH DE number 5913747 |
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Nonmonotone filter DQMM method for the system of nonlinear equations (English)
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27 June 2011
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A nonmonotone filter diagonalized quasi-Newton multiplier (DQNM) method is proposed for solving a system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem that is then solved by a nonmonotone DQNM method. A nonlinear criterion is used to speed up the rate of convergence in some ill-conditioned cases. Under reasonable conditions, global convergence is proven. Numerical experiments show the effectiveness of the proposed algorithm.
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nonmonotone
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line search
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filter method
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system of nonlinear equations
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constrained optimization
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diagonalized quasi-Newton multiplier method
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nonlinear programming
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convergence
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numerical experiments
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0.91350764
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0.88987756
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