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A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate

作者:Sun, M (Sun, Min)[ 1 ] ; Liu, J (Liu, Jing)[ 2 ]

ABSTRACT AND APPLIED ANALYSIS

文献号: 386030

DOI: 10.1155/2014/386030

出版年: 2014

查看期刊信息

摘要

A matrix-free method for constrained equations is proposed, which is a combination of the well-known PRP (Polak-Ribiere-Polyak) conjugate gradient method and the famous hyperplane projection method. The new method is not only derivative-free, but also completely matrix-free, and consequently, it can be applied to solve large-scale constrained equations. We obtain global convergence of the new method without any differentiability requirement on the constrained equations. Compared with the existing gradient methods for solving such problem, the new method possesses linear convergence rate under standard conditions, and a relax factor.. is attached in the update step to accelerate convergence. Preliminary numerical results show that it is promising in practice.

关键词

KeyWords Plus:NONLINEAR MONOTONE EQUATIONS; GRADIENT PROJECTION METHOD; CONVEX CONSTRAINTS; SYSTEMS; ALGORITHM

作者信息

通讯作者地址: Sun, M (通讯作者)



Zaozhuang Univ, Sch Math & Stat, Zaozhuang City 277160, Shandong, Peoples R China.

地址:



[ 1 ] Zaozhuang Univ, Sch Math & Stat, Zaozhuang City 277160, Shandong, Peoples R China



[ 2 ] Zhejiang Univ Finance & Econ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China

电子邮件地址:ziyouxiaodou@163.com

基金资助致谢

基金资助机构

授权号

Nature Science Foundation of Shandong Province

ZR2012AL08

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出版商

HINDAWI PUBLISHING CORPORATION, 410 PARK AVENUE, 15TH FLOOR, #287 PMB, NEW YORK, NY 10022 USA

类别 / 分类

研究方向:Mathematics

Web of Science 类别:Mathematics, Applied; Mathematics

文献信息

文献类型:Article

语种:English

入藏号: WOS:000336580700001

ISSN: 1085-3375

电子 ISSN: 1687-0409

期刊信息

Impact Factor (影响因子): Journal Citation Reports®

其他信息

IDS 号: AI0ZZ

Web of Science 核心合集中的 "引用的参考文献": 15

Web of Science 核心合集中的 "被引频次": 0

引文网络

0 被引频次

15 引用的参考文献

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全部被引频次计数

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0 in BIOSIS Citation Index

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