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A quasi-Newton algorithm for large-scale nonlinear equations

In this paper, the algorithm for large-scale nonlinear equations is designed by the following steps: (i) a conjugate gradient (CG) algorithm is designed as a sub-algorithm to obtain the initial points of the main algorithm, where the sub-algorithm’s initial point does not have any restrictions; (ii)...

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Detalles Bibliográficos
Autor principal: Huang, Linghua
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5291832/
https://www.ncbi.nlm.nih.gov/pubmed/28216990
http://dx.doi.org/10.1186/s13660-017-1301-7
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author Huang, Linghua
author_facet Huang, Linghua
author_sort Huang, Linghua
collection PubMed
description In this paper, the algorithm for large-scale nonlinear equations is designed by the following steps: (i) a conjugate gradient (CG) algorithm is designed as a sub-algorithm to obtain the initial points of the main algorithm, where the sub-algorithm’s initial point does not have any restrictions; (ii) a quasi-Newton algorithm with the initial points given by sub-algorithm is defined as main algorithm, where a new nonmonotone line search technique is presented to get the step length [Formula: see text] . The given nonmonotone line search technique can avoid computing the Jacobian matrix. The global convergence and the [Formula: see text] -order convergent rate of the main algorithm are established under suitable conditions. Numerical results show that the proposed method is competitive with a similar method for large-scale problems.
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spelling pubmed-52918322017-02-16 A quasi-Newton algorithm for large-scale nonlinear equations Huang, Linghua J Inequal Appl Research In this paper, the algorithm for large-scale nonlinear equations is designed by the following steps: (i) a conjugate gradient (CG) algorithm is designed as a sub-algorithm to obtain the initial points of the main algorithm, where the sub-algorithm’s initial point does not have any restrictions; (ii) a quasi-Newton algorithm with the initial points given by sub-algorithm is defined as main algorithm, where a new nonmonotone line search technique is presented to get the step length [Formula: see text] . The given nonmonotone line search technique can avoid computing the Jacobian matrix. The global convergence and the [Formula: see text] -order convergent rate of the main algorithm are established under suitable conditions. Numerical results show that the proposed method is competitive with a similar method for large-scale problems. Springer International Publishing 2017-02-03 2017 /pmc/articles/PMC5291832/ /pubmed/28216990 http://dx.doi.org/10.1186/s13660-017-1301-7 Text en © The Author(s) 2017 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Huang, Linghua
A quasi-Newton algorithm for large-scale nonlinear equations
title A quasi-Newton algorithm for large-scale nonlinear equations
title_full A quasi-Newton algorithm for large-scale nonlinear equations
title_fullStr A quasi-Newton algorithm for large-scale nonlinear equations
title_full_unstemmed A quasi-Newton algorithm for large-scale nonlinear equations
title_short A quasi-Newton algorithm for large-scale nonlinear equations
title_sort quasi-newton algorithm for large-scale nonlinear equations
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5291832/
https://www.ncbi.nlm.nih.gov/pubmed/28216990
http://dx.doi.org/10.1186/s13660-017-1301-7
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