求解大规模非线性方程组的一种无导数共轭梯度法

A Derivative-free Conjugate Gradient Method for Large-scale Nonlinear Systems of Equations

提出求解大规模非线性方程组的一种无导数共轭梯度法.算法的优点是计算中完全不需要用到方程组的雅可比矩阵.在适当的条件下,证明算法具有全局收敛性.

In this paper, we propose a derivative-free conjugate gradient methods for large-scale nonlinear systems of equations. An attractive feature of the algorithm is that the Jacobian of the systems of equations is totally unused. Under appropriate conditions, the global convergence of the proposed method is established.