Year: 2007
Journal of Computational Mathematics, Vol. 25 (2007), Iss. 1 : pp. 89–96
Abstract
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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2007-JCM-8675
Journal of Computational Mathematics, Vol. 25 (2007), Iss. 1 : pp. 89–96
Published online: 2007-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: Limited memory BFGS method Monotone function Projection method.