A derivative-free method for solving large-scale nonlinear systems of equations

Previous Article
Joint pricing and production planning for fixed priced multiple products with backorders
JIMO Home
This Issue
Next Article
The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains

January 2010, 6(1): 149-160. doi: 10.3934/jimo.2010.6.149

A derivative-free method for solving large-scale nonlinear systems of equations

1.	Jiangxi Key Laboratory of Numerical Simulation Technology, School of Mathematics and Computer Sciences, Gannan Normal University, Ganzhou, 341000, China

Received July 2009 Revised September 2009 Published November 2009

Abstract
Related Papers

In this paper, a fully derivative-free method for solving large-scale nonlinear systems of equations is presented. It uses in a systematic way the well-known Polak-Ribière-Polyak (PRP) conjugate gradient direction as a search direction and employs a backtracking process to obtain a suitable stepsize. Assume that the nonlinear mapping is Lipschitz continuous, some global convergence results are established. A modification of this method which may allow the objective function's sufficiently nonmonotone behavior is also presented in this paper. Numerical comparisons using a set of large-scale test problems in the CUTE library show that the proposed methods are encouraging.

Keywords: conjugate gradient method, nonlinear systems, derivative-free method..

Mathematics Subject Classification: Primary: 65H10, 65K05 Secondary: 90C2.

Citation: Gaohang Yu. A derivative-free method for solving large-scale nonlinear systems of equations. Journal of Industrial & Management Optimization, 2010, 6 (1) : 149-160. doi: 10.3934/jimo.2010.6.149

[1]	Wei-Zhe Gu, Li-Yong Lu. The linear convergence of a derivative-free descent method for nonlinear complementarity problems. Journal of Industrial & Management Optimization, 2017, 13 (2) : 531-548. doi: 10.3934/jimo.2016030
[2]	Dong-Hui Li, Xiao-Lin Wang. A modified Fletcher-Reeves-Type derivative-free method for symmetric nonlinear equations. Numerical Algebra, Control & Optimization, 2011, 1 (1) : 71-82. doi: 10.3934/naco.2011.1.71
[3]	A. M. Bagirov, Moumita Ghosh, Dean Webb. A derivative-free method for linearly constrained nonsmooth optimization. Journal of Industrial & Management Optimization, 2006, 2 (3) : 319-338. doi: 10.3934/jimo.2006.2.319
[4]	Nam-Yong Lee, Bradley J. Lucier. Preconditioned conjugate gradient method for boundary artifact-free image deblurring. Inverse Problems & Imaging, 2016, 10 (1) : 195-225. doi: 10.3934/ipi.2016.10.195
[5]	Liang Zhang, Wenyu Sun, Raimundo J. B. de Sampaio, Jinyun Yuan. A wedge trust region method with self-correcting geometry for derivative-free optimization. Numerical Algebra, Control & Optimization, 2015, 5 (2) : 169-184. doi: 10.3934/naco.2015.5.169
[6]	El-Sayed M.E. Mostafa. A nonlinear conjugate gradient method for a special class of matrix optimization problems. Journal of Industrial & Management Optimization, 2014, 10 (3) : 883-903. doi: 10.3934/jimo.2014.10.883
[7]	C.Y. Wang, M.X. Li. Convergence property of the Fletcher-Reeves conjugate gradient method with errors. Journal of Industrial & Management Optimization, 2005, 1 (2) : 193-200. doi: 10.3934/jimo.2005.1.193
[8]	Guanghui Zhou, Qin Ni, Meilan Zeng. A scaled conjugate gradient method with moving asymptotes for unconstrained optimization problems. Journal of Industrial & Management Optimization, 2017, 13 (2) : 595-608. doi: 10.3934/jimo.2016034
[9]	Xing Li, Chungen Shen, Lei-Hong Zhang. A projected preconditioned conjugate gradient method for the linear response eigenvalue problem. Numerical Algebra, Control & Optimization, 2018, 8 (4) : 389-412. doi: 10.3934/naco.2018025
[10]	Saman Babaie–Kafaki, Reza Ghanbari. A class of descent four–term extension of the Dai–Liao conjugate gradient method based on the scaled memoryless BFGS update. Journal of Industrial & Management Optimization, 2017, 13 (2) : 649-658. doi: 10.3934/jimo.2016038
[11]	Min Li. A three term Polak-Ribière-Polyak conjugate gradient method close to the memoryless BFGS quasi-Newton method. Journal of Industrial & Management Optimization, 2017, 13 (5) : 1-16. doi: 10.3934/jimo.2018149
[12]	Jueyou Li, Guoquan Li, Zhiyou Wu, Changzhi Wu, Xiangyu Wang, Jae-Myung Lee, Kwang-Hyo Jung. Incremental gradient-free method for nonsmooth distributed optimization. Journal of Industrial & Management Optimization, 2017, 13 (4) : 1841-1857. doi: 10.3934/jimo.2017021
[13]	Herbert Gajewski, Jens A. Griepentrog. A descent method for the free energy of multicomponent systems. Discrete & Continuous Dynamical Systems - A, 2006, 15 (2) : 505-528. doi: 10.3934/dcds.2006.15.505
[14]	Jun Takaki, Nobuo Yamashita. A derivative-free trust-region algorithm for unconstrained optimization with controlled error. Numerical Algebra, Control & Optimization, 2011, 1 (1) : 117-145. doi: 10.3934/naco.2011.1.117
[15]	Gaohang Yu, Shanzhou Niu, Jianhua Ma. Multivariate spectral gradient projection method for nonlinear monotone equations with convex constraints. Journal of Industrial & Management Optimization, 2013, 9 (1) : 117-129. doi: 10.3934/jimo.2013.9.117
[16]	Wataru Nakamura, Yasushi Narushima, Hiroshi Yabe. Nonlinear conjugate gradient methods with sufficient descent properties for unconstrained optimization. Journal of Industrial & Management Optimization, 2013, 9 (3) : 595-619. doi: 10.3934/jimo.2013.9.595
[17]	Zhiyou Wu, Fusheng Bai, Guoquan Li, Yongjian Yang. A new auxiliary function method for systems of nonlinear equations. Journal of Industrial & Management Optimization, 2015, 11 (2) : 345-364. doi: 10.3934/jimo.2015.11.345
[18]	Dumitru Motreanu, Calogero Vetro, Francesca Vetro. Systems of quasilinear elliptic equations with dependence on the gradient via subsolution-supersolution method. Discrete & Continuous Dynamical Systems - S, 2018, 11 (2) : 309-321. doi: 10.3934/dcdss.2018017
[19]	Bin Li, Hai Huyen Dam, Antonio Cantoni. A low-complexity zero-forcing Beamformer design for multiuser MIMO systems via a dual gradient method. Numerical Algebra, Control & Optimization, 2016, 6 (3) : 297-304. doi: 10.3934/naco.2016012
[20]	Zheng Sun, José A. Carrillo, Chi-Wang Shu. An entropy stable high-order discontinuous Galerkin method for cross-diffusion gradient flow systems. Kinetic & Related Models, 2019, 12 (4) : 885-908. doi: 10.3934/krm.2019033

2018 Impact Factor: 1.025

American Institute of Mathematical Sciences