Limited Memory BFGS Method for Nonlinear Monotone Equations

Limited Memory BFGS Method for Nonlinear Monotone Equations

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.