A Limited Memory Bfgs Algorithm with Super Relaxation Technique for Nonlinear Equations

نویسندگان

  • Gonglin Yuan
  • Zengxin Wei
  • Yong Li
چکیده

In this paper, a trust-region algorithm combining with the limited memory BFGS (L-BFGS) update is proposed for solving nonlinear equations, where the super relaxation technique(SRT) is used. We choose the next iteration point by SRT. The global convergence without the nondegeneracy assumption is obtained under suitable conditions. Numerical results show that this method is very effective for large-scale nonlinear equations problems.

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تاریخ انتشار 2013