Two derivative-free algorithms for nonlinear equations

被引:8
|
作者
Deng, Youjun [1 ]
Liu, Zhenhai [1 ]
机构
[1] Cent S Univ, Sch Math Sci & Comp Technol, Changsha, Hunan, Peoples R China
来源
OPTIMIZATION METHODS & SOFTWARE | 2008年 / 23卷 / 03期
基金
中国国家自然科学基金;
关键词
derivative-free algorithm; backtracking line search; filter algorithm; superlinear convergence; nonlinear equations;
D O I
10.1080/10556780701669370
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, we propose two new derivative-free algorithms for nonlinear equations. The first is based on quasi-Newton method and is globally and superlinearly convergent under some mild assumptions. The second combines the ideas of the first with the filter strategy, which helps to reduce the backtracking steps in calculating the stepsizes, for evaluating candidate points. We show its convergence under the same assumptions. The resulting algorithms show some attractive features. Some encouraging preliminary computational results for both algorithms are reported.
引用
收藏
页码:395 / 410
页数:16
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