Two derivative‐free algorithms for constrained nonlinear monotone equations
نویسندگان
چکیده
We propose two positive parameters based on the choice of Birgin and Martínez search direction. Using classical choices Barzilai-Borwein parameters, were derived by minimizing distance between relative matrix corresponding to direction scaled memory-less Broyden–Fletcher–Goldfarb-Shanno (BFGS) in Frobenius norm. Moreover, resulting is descent independent any line condition. established global convergence proposed algorithm under some appropriate assumptions. In addition, numerical experiments benchmark test problems are reported order show efficiency algorithm.
منابع مشابه
global results on some nonlinear partial differential equations for direct and inverse problems
در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...
Constrained monotone EM algorithms for finite mixture of multivariate Gaussians
The likelihood function for normal multivariate mixtures may present both local spurious maxima and also singularities and the latter may cause the failure of the optimization algorithms. Theoretical results assure that imposing some constraints on the eigenvalues of the covariance matrices of the multivariate normal components leads to a constrained parameter space with no singularities and at...
متن کاملDynamical systems method for solving nonlinear equations with monotone operators
A version of the Dynamical Systems Method (DSM) for solving ill-posed nonlinear equations with monotone operators in a Hilbert space is studied in this paper. An a posteriori stopping rule, based on a discrepancytype principle is proposed and justified mathematically. The results of two numerical experiments are presented. They show that the proposed version of DSM is numerically efficient. The...
متن کاملAn Iterative Scheme for Solving Nonlinear Equations with Monotone Operators
An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A discrete version of the Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with monotone operators is proposed and its convergence is proved. A discrepancy principle is proposed and justified. A priori and a posterior...
متن کاملA Non-monotone Adaptive Trust Region Algorithm For Nonlinear Equations
In this paper, a non-monotone adaptive trust region method for the system of non-linear equations is proposed, in part, which is based on the technique in [9]. The local and global convergence properties of non-monotone adaptive trust region method are proved under favorable conditions. Some numerical experiments show that the method is effective.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational and mathematical methods
سال: 2021
ISSN: ['2577-7408']
DOI: https://doi.org/10.1002/cmm4.1176