Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (3): 64-72.
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LIU Hao, QIAN Xiao-Yan, NI Qin
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Abstract: In this paper, two self-scaling symmetric rank one algorithms with projection are proposed for solving nonlinear monotone equations. In the two algorithms, a simple rule in choosing parameters in symmetric rank one is modified and a cautious update rule is used. Under the condition that the nonlinear monotone function is Lipschitz continuous, the global convergence of these two algorithms is proved. Compared with the same type BFGS algorithms, some preliminary numerical experiments are also done. The results indicate that the numerical performance of SSR1 class algorithms may be competitive with that of the counterparts.
LIU Hao, QIAN Xiao-Yan, NI Qin. rojected Self-Scaling Symmetric Rank One Quasi-Newton Methods for Nonlinear Monotone Equations[J]. Operations Research Transactions, 2010, 14(3): 64-72.
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https://www.ort.shu.edu.cn/EN/Y2010/V14/I3/64