Nonmonotone filter DQMM method for the system of nonlinear equations

DOI10.1016/J.AMC.2011.04.023MaRDI QIDQ548014zbMATH OpenOpenAlexFDO

Authors Chao Gu

Publication date 27 June 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.04.023

zbMATH Keywords

constrained optimizationconvergencediagonalized quasi-Newton multiplier methodfilter methodline searchnonlinear programmingnonmonotonenumerical experimentssystem of nonlinear equations

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Review text

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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Cites work

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Cited in

(5)

• An improved line search filter method for the system of nonlinear equations
• A nonmonotone line search filter algorithm for the system of nonlinear equations
• A new filter algorithm for a system of nonlinear equations
• A nonmonotone filter trust region method for the system of nonlinear equations
• Global convergence of a nonmonotone filter method for equality constrained optimization

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• ipfilter

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