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1 results

  • A NEW DERIVATIVE-FREE CONJUGATE GRADIENT METHOD FOR LARGE-SCALE NONLINEAR SYSTEMS OF EQUATIONS

  • XIAOWEI FANG, QIN NI
  • Journal:
    Bulletin of the Australian Mathematical Society / Volume 95 / Issue 3 / June 2017
    Published online by Cambridge University Press:
    22 March 2017, pp. 500-511
    Print publication:
    June 2017
    • Article
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  • We propose a new derivative-free conjugate gradient method for large-scale nonlinear systems of equations. The method combines the Rivaie–Mustafa–Ismail–Leong conjugate gradient method for unconstrained optimisation problems and a new nonmonotone line-search method. The global convergence of the proposed method is established under some mild assumptions. Numerical results using 104 test problems from the CUTEst test problem library show that the proposed method is promising.