A Polak–Ribière–Polyak method for solving large-scale nonlinear systems of equations and its global convergence
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摘要
A derivative-free conjugate gradient type method for solving large-scale nonlinear systems of equations is presented. In the iterative method, the search direction is based on the Polak–Ribière–Polyak (PRP) conjugate gradient method, and the steplength is determined by a suitable nonmonotone line search. Under appropriate conditions, the global convergence of the proposed method is established. The method is suitable to large-scale problems for the lower storage requirement. It is shown from the numerical results that the method is practically effective.
论文关键词:Polak–Ribière–Polyak method,Nonmonotone line search,Nonlinear systems of equations,Global convergence
论文评审过程:Available online 21 October 2014.
论文官网地址:https://doi.org/10.1016/j.amc.2014.09.112