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Inexact free derivative quasi-Newton method for large-scale nonlinear system of equations

Published: 27 June 2023 Publication History

Abstract

In this work, we propose a free derivative quasi-Newton method for solving large-scale nonlinear systems of equation. We introduce a two-stage linear search direction and develop its global convergence theory. Besides, we prove that the method enjoys superlinear convergence rate. Finally, numerical experiments illustrate that the proposed method is competitive with respect to Newton-Krylov methods and other well-known methods for solving large-scale nonlinear systems of equations.

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Information & Contributors

Information

Published In

cover image Numerical Algorithms
Numerical Algorithms  Volume 94, Issue 3
Nov 2023
455 pages

Publisher

Springer-Verlag

Berlin, Heidelberg

Publication History

Published: 27 June 2023
Accepted: 27 February 2023
Received: 20 May 2022

Author Tags

  1. Quasi-Newton methods
  2. Free derivative methods
  3. Linear search
  4. Global convergence
  5. Superlinear convergence

Author Tags

  1. 90C53
  2. 90C56
  3. 93A15
  4. 49M15

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  • Research-article

Funding Sources

  • University of Cauca

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