Nonmonotone filter DQMM method for the system of nonlinear equations
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.
diagonalized quasi-Newton multiplier method
scientific article; zbMATH DE number 5913747
scientific article