Two derivative-free algorithms for constrained nonlinear monotone equations

IF 0.9 Q3 MATHEMATICS, APPLIED Computational and Mathematical Methods Pub Date : 2021-05-15 DOI:10.1002/cmm4.1176
Auwal Bala Abubakar, Hassan Mohammad, Mohammed Yusuf Waziri
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引用次数: 1

Abstract

We propose two positive parameters based on the choice of Birgin and Martínez search direction. Using the two classical choices of the Barzilai-Borwein parameters, two positive parameters were derived by minimizing the distance between the relative matrix corresponding to the propose search direction and the scaled memory-less Broyden–Fletcher–Goldfarb-Shanno (BFGS) matrix in the Frobenius norm. Moreover, the resulting direction is descent independent of any line search condition. We established the global convergence of the proposed algorithm under some appropriate assumptions. In addition, numerical experiments on some benchmark test problems are reported in order to show the efficiency of the proposed algorithm.

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约束非线性单调方程的两种无导数算法
基于Birgin和Martínez搜索方向的选择,我们提出了两个正参数。利用barzili - borwein参数的两种经典选择,通过最小化所提出的搜索方向对应的相对矩阵与Frobenius范数中缩放后的无记忆Broyden-Fletcher-Goldfarb-Shanno (BFGS)矩阵之间的距离,得到两个正参数。此外,所得到的方向与任何直线搜索条件无关。在适当的假设条件下,证明了算法的全局收敛性。此外,还对一些基准测试问题进行了数值实验,以证明该算法的有效性。
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