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LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS 被引量：3

LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS
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摘要 In this paper, we propose an algorithm for solving nonlinear monotone equations by combining the limited memory BFGS method （L-BFGS） with a projection method. We show that the method is globally convergent if the equation involves a Lipschitz continuous monotone function. We also present some preliminary numerical results. In this paper, we propose an algorithm for solving nonlinear monotone equations by combining the limited memory BFGS method （L-BFGS） with a projection method. We show that the method is globally convergent if the equation involves a Lipschitz continuous monotone function. We also present some preliminary numerical results.
作者 Weijun Zhou Donghui Li
机构地区 College of Mathematics College of Mathematics and Econometrics
出处 《Journal of Computational Mathematics》 SCIE EI CSCD 2007年第1期89-96,共8页 计算数学（英文）
基金 Support by NSF of China grant 10471036 a 973 project
关键词 Limited memory BFGS method Monotone function Projection method. Limited memory BFGS method, Monotone function, Projection method.
分类号 O241.4 [理学—计算数学]
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参考文献23

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  • 2M. Al-Baali, Improved Hessian approximations for the limited memory BFGS methods, Numer.Algorithms, 22 (1999), 99-112.
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  • 9G.Z. Gu, D.H. Li, L. Qi and S.Z. Zhou, Descent directions of quasi-Newton methods for symmetric nonlinear equations, SIAM J. Numer. Anal., 40 (2003), 1763-1774.
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Journal of Computational Mathematics
2007年 第1期

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