A Limited-Memory BFGS Algorithm Based on a Trust-Region Quadratic Model for Large-Scale Nonlinear Equations

In this paper, a trust-region algorithm is proposed for large-scale nonlinear equations, where the limited-memory BFGS (L-M-BFGS) update matrix is used in the trust-region subproblem to improve the effectiveness of the algorithm for large-scale problems. The global convergence of the presented metho...

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Detalles Bibliográficos
Autores principales: Li, Yong, Yuan, Gonglin, Wei, Zengxin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4423997/
https://www.ncbi.nlm.nih.gov/pubmed/25950725
http://dx.doi.org/10.1371/journal.pone.0120993
Descripción
Sumario:In this paper, a trust-region algorithm is proposed for large-scale nonlinear equations, where the limited-memory BFGS (L-M-BFGS) update matrix is used in the trust-region subproblem to improve the effectiveness of the algorithm for large-scale problems. The global convergence of the presented method is established under suitable conditions. The numerical results of the test problems show that the method is competitive with the norm method.

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