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Accession number:       
20153701263192
        Title:        A modified HestenesStiefel projection method for constrained nonlinear equations and its linear convergence rate
        Authors:        Sun, Min1 Email author ziyouxiaodou@163.com; Liu, Jing2
        Author affiliation:        1 School of Mathematics and Statistics, Zaozhuang University, Zaozhuang; Shandong, China
                2 School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, China
        Corresponding author:        Sun, Min
        Source title:        Journal of Applied Mathematics and Computing
        Abbreviated source title:        J. Appl. Math. Comp.
        Volume:        49
        Issue:        1-2
        Issue date:        October 9, 2015
        Publication year:        2015
        Pages:        145-156
        Language:        English
        ISSN:        15985865
        Document type:        Journal article (JA)
        Publisher:        Springer Verlag
        Abstract:        The Hestenes¨CStiefel (HS) method is an efficient method for solving large-scale unconstrained optimization problems. In this paper, we extend the HS method to solve constrained nonlinear equations, and propose a modified HS projection method, which combines the modified HS method proposed by Zhang et al. with the projection method developed by Solodov and Svaiter. Under some mild assumptions, we show that the new method is globally convergent with an Armijo line search. Moreover, the R-linear convergence rate of the new method is established. Some preliminary numerical results show that the new method is efficient even for large-scale constrained nonlinear equations. © 2014, Korean Society for Computational and Applied Mathematics.
        Number of references:        20
        Main heading:        Nonlinear equations
        Controlled terms:        Numerical methods - Optimization
        Uncontrolled terms:        Armijo line searches - Global conver-gence - Globally convergent - Large scale unconstrained optimizations - Linear convergence rate - Numerical results - Projection method - R-linear convergences
        Classification code:        921 Mathematics
        DOI:        10.1007/s12190-014-0829-7
        Database:        Compendex
                Compilation and indexing terms, © 2015 Elsevier Inc.
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