Limited memory BFGS method for nonlinear monotone equations

作者：Zhou, Weijun^*; Li, Donghui

来源：Journal of Computational Mathematics, 2007, 25(1): 89-96.

• limited memory BFGS method
• monotone function
• projection method

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.

• 出版日期2007-1
• 单位长沙学院; 湖南大学