A PRP-based residual method for large-scale monotone nonlinear equations

This paper presents a derivative-free residual method for solving large-scale monotone nonlinear equations which may be nonsmooth. The method is constructed by replacing the gradients of the unmodified Polak–Ribière–Polyak (PRP) nonlinear conjugate gradient method with the residuals and combining th...

Full description

Saved in:
Bibliographic Details
Published in:Applied mathematics and computation 2015-06, Vol.261, p.1-7
Main Authors: Zhou, Weijun, Wang, Fei
Format: Article
Language:English
Subjects:
Global convergence
Monotone nonlinear equations
Nonsmooth
PRP-based method
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This paper presents a derivative-free residual method for solving large-scale monotone nonlinear equations which may be nonsmooth. The method is constructed by replacing the gradients of the unmodified Polak–Ribière–Polyak (PRP) nonlinear conjugate gradient method with the residuals and combining the hyperplane projection technique. Under suitable conditions, we show that the proposed method converges globally in the sense that the whole iterative sequence converges to a solution of the problem. Some numerical results are reported to show its efficiency.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2015.03.069