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![]() ±êÌâÓиöÆÆÕÛºÅAccession 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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