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Journal of Applied Mathematics and Computing

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01.10.2015 | Original Research

A modified Hestenes–Stiefel projection method for constrained nonlinear equations and its linear convergence rate

verfasst von: Min Sun, Jing Liu

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 1-2/2015

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Abstract

The Hestenes–Stiefel (HS) method is an efficient method for solving large-scale unconstrained optimization problems. In this paper, we extend the HS method to solve constrained nonlinear equations, and propose a modified HS projection method, which combines the modified HS method proposed by Zhang et al. with the projection method developed by Solodov and Svaiter. Under some mild assumptions, we show that the new method is globally convergent with an Armijo line search. Moreover, the R-linear convergence rate of the new method is established. Some preliminary numerical results show that the new method is efficient even for large-scale constrained nonlinear equations.

Vorheriger Artikel Exponential type vector variational-like inequalities and nonsmooth vector optimization problems

Nächster Artikel New exponential convergence on SICNNs with time-varying leakage delays and neutral type distributed delays

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Titel: A modified Hestenes–Stiefel projection method for constrained nonlinear equations and its linear convergence rate
verfasst von: Min Sun
Jing Liu
Publikationsdatum: 01.10.2015
Verlag: Springer Berlin Heidelberg
Erschienen in: Journal of Applied Mathematics and Computing / Ausgabe 1-2/2015
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI: https://doi.org/10.1007/s12190-014-0829-7

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