Nonmonotone filter DQMM method for the system of nonlinear equations
type: Item
instance of: scholarly article
title: Nonmonotone filter DQMM method for the system of nonlinear equations
zbMATH Open document ID: 1223.65036
author: Chao Gu
published in: Applied Mathematics and Computation
publication date: 2011-06-27T00:00:00Z
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.
reviewed by: Ludwig Kohaupt
Mathematics Subject Classification ID: 65H10
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C53
zbMATH DE Number: 5913747
zbMATH Keywords: nonmonotone
zbMATH Keywords: line search
zbMATH Keywords: filter method
zbMATH Keywords: system of nonlinear equations
zbMATH Keywords: constrained optimization
zbMATH Keywords: diagonalized quasi-Newton multiplier method
zbMATH Keywords: nonlinear programming
zbMATH Keywords: convergence
zbMATH Keywords: numerical experiments
describes a project that uses: ipfilter
MaRDI profile type: Publication
full work available at URL: j.amc.2011.04.023
OpenAlex ID: W2085362780
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DOI: 10.1016/J.AMC.2011.04.023
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description: scientific article; zbMATH DE number 5913747