LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS

作     者：Weijun Zhou Donghui Li 

作者机构：College of Mathematics Changsha University of Science and Technology Changsha 410077 China College of Mathematics and Econometrics Hunan University Changsha 410089 China 

出 版 物：《Journal of Computational Mathematics》 (计算数学（英文）)

年 卷 期：2007年第25卷第1期

页      面：89-96页

核心收录：

学科分类：07[理学] 070102[理学-计算数学] 0701[理学-数学] 

基　　金：Support by NSF of China grant 10471036 a 973 project 

主　　题：Limited memory BFGS method Monotone function Projection method. 

摘      要：In this paper, we propose an algorithm for solving nonlinear monotone equations by combining the limited memory BFGS method （L-BFGS） with a projection method. We show that the method is globally convergent if the equation involves a Lipschitz continuous monotone function. We also present some preliminary numerical results.