Abstract
A derivative-free quasi-Newton-type algorithm in which its search direction is a product of a positive definite diagonal matrix and a residual vector is presented. The algorithm is simple to implement and has the ability to solve large-scale nonlinear systems of equations with separable functions. The diagonal matrix is simply obtained in a quasi-Newton manner at each iteration. Under some suitable conditions, the global and R-linear convergence result of the algorithm are presented. Numerical test on some benchmark separable nonlinear equations problems reveal the robustness and efficiency of the algorithm.
| Original language | English |
|---|---|
| Pages (from-to) | 3293-3316 |
| Number of pages | 24 |
| Journal | RAIRO - Operations Research |
| Volume | 55 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 1 Nov 2021 |
| Externally published | Yes |
Keywords
- Convergence
- Derivative-free methods
- Numerical experiments
- Quasi-Newton-type methods
- Separable nonlinear equations
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