A modified Perry's conjugate gradient method-based derivative-free method for solving large-scale nonlinear monotone equations

A modified Perry's conjugate gradient method-based derivative-free method for solving large-scale nonlinear monotone equations
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基于修正佩里共轭梯度法的大规模非线性单调方程求解无导数法

DOI:
10.1016/j.amc.2015.08.014
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发表时间:
2015-11
影响因子:
4
通讯作者:
Wen FH
Wen FH
中科院分区:
数学2区
文献类型:
--
作者:
Dai ZF;Chen XH;Wen FH

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In this paper, we propose a derivative-free method for solving large-scale nonlinear monotone equations. It combines the modified Perry's conjugate gradient method (I.E. Livieris, R. Pintelas, Globally convergent modified Perrys conjugate gradient method, Appl. Math. Comput., 218 (2012) 9197-9207) for unconstrained optimization problems and the hyperplane projection method (M.V. Solodov, B.F. Svaiter, A globally convergent inexact Newton method for systems of monotone equations, in: M. Fukushima, L. Qi (Eds.), Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, Kluwer Academic Publishers, 1998, pp. 355-369). We prove that the proposed method converges globally if the equations are monotone and Lipschitz continuous without differentiability requirement on the equations, which makes it possible to solve some nonsmooth equations. Another good property of the proposed method is that it is suitable to solve large-scale nonlinear monotone equations due to its lower storage requirement. Preliminary numerical results show that the proposed method is promising. (C) 2015 Elsevier Inc. All rights reserved...关键词
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发表时间: 1978-12
期刊: Oper. Res.
影响因子: --
作者:
A. Perry
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DOI: 10.1016/j.amc.2011.06.034
发表时间: 2011-11
期刊: Appl. Math. Comput.
影响因子: --
作者:
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DOI: 10.1016/j.amc.2008.03.020
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期刊: Appl. Math. Comput.
影响因子: --
作者:
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通讯作者: S. Du;Yuan-yuan Chen
DOI: --
发表时间: 1975-12
期刊: --
影响因子: --
作者:
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DOI: 10.1093/imanum/drl016
发表时间: 2006-10
影响因子: 2.1
作者:
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