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Nonmonotone filter DQMM method for the system of nonlinear equations. (English) Zbl 1223.65036
A nonmonotone filter diagonalized quasi-Newton multiplier (DQNM) method is proposed for solving a system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem that is then solved by a nonmonotone DQNM method. A nonlinear criterion is used to speed up the rate of convergence in some ill-conditioned cases. Under reasonable conditions, global convergence is proven. Numerical experiments show the effectiveness of the proposed algorithm.

MSC:
65H10 Numerical computation of solutions to systems of equations
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C53 Methods of quasi-Newton type
Software:
ipfilter
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