A projected derivative-free algorithm for nonlinear equations with convex constraints

作者：La Cruz William^*

来源：Optimization Methods and Software, 2014, 29(1): 24-41.

DOI：10.1080/10556788.2012.721129

• nonlinear equations
• convex constraints
• derivative-free algorithm

This paper presents a derivative-free algorithm for solving nonlinear equations with convex constraints. The new method uses in a systematic way the projection and the residual to generate search directions and feasible iterates. A convergence analysis is described. Extensive numerical experiences are included to highlight the efficacy of the proposed algorithm for the solution of nonlinear equations with convex constraints.

• 出版日期2014-1-2