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A NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONS
Published online by Cambridge University Press: 22 March 2017
Abstract
We propose a new derivative-free conjugate gradient method for large-scale nonlinear systems of equations. The method combines the Rivaie–Mustafa–Ismail–Leong conjugate gradient method for unconstrained optimisation problems and a new nonmonotone line-search method. The global convergence of the proposed method is established under some mild assumptions. Numerical results using 104 test problems from the CUTEst test problem library show that the proposed method is promising.
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- Research Article
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- © 2017 Australian Mathematical Publishing Association Inc.
Footnotes
This work was supported by the National Natural Science Foundation of China (11071117, 11274109), the Natural Science Foundation of Jiangsu Province (BK20141409), and the Natural Science Foundation of Huzhou University (KX21072).
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