A FILTERED NONMONOTONE APPROACH FOR SOLVING NONLINEAR SYSTEMS OF EQUATIONS

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ARZANI F.; PEYGHAMI M.R.

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Journal: Journal of Operational Research in its Applications Year:2016 | Volume:13 | Issue:2 (49) Page(s): 85-99

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Title

A FILTERED NONMONOTONE APPROACH FOR SOLVING NONLINEAR SYSTEMS OF EQUATIONS

Author(s)

ARZANI F. | PEYGHAMI M.R. | Issue Writer Certificate

Keywords

SYSTEMS OF NONLINEAR EQUATIONSQ2

FILTER TECHNIQUEQ1

NONMONOTONE LINEAR SEARCH METHODQ2

GLOBAL CONVERGENCEQ1

Abstract

In this paper, a new approach is presented for solving nonlinear systems of equations in which a derivative-free nonmonotone strategy is employed. Besides, the new approach is equipped with a FILTER TECHNIQUE. Using this concept, we store a lot of obtained trial points that are probably omitted by linear search algorithms. The new algorithm utilizes the information of existing points in the filter in order to obtain next points which causes a fast convergence rate in the algorithm. A specific nonmonotone technique is also used in the structure of the new approach which allows the algorithm to enjoy the nonmonotonicity feature from the first repetition. Under some standard assumptions, the GLOBAL CONVERGENCE property is established. Numerical results on some test problems show the efficiency of the proposed algorithm compared with some other existing methods in the literature.

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APA: Copy

ARZANI, F., & PEYGHAMI, M.R.. (2016). A FILTERED NONMONOTONE APPROACH FOR SOLVING NONLINEAR SYSTEMS OF EQUATIONS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), 13(2 (49)), 85-99. SID. https://sid.ir/paper/164713/en

Vancouver: Copy

ARZANI F., PEYGHAMI M.R.. A FILTERED NONMONOTONE APPROACH FOR SOLVING NONLINEAR SYSTEMS OF EQUATIONS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS)[Internet]. 2016;13(2 (49)):85-99. Available from: https://sid.ir/paper/164713/en

IEEE: Copy

F. ARZANI, and M.R. PEYGHAMI, “A FILTERED NONMONOTONE APPROACH FOR SOLVING NONLINEAR SYSTEMS OF EQUATIONS,” JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), vol. 13, no. 2 (49), pp. 85–99, 2016, [Online]. Available: https://sid.ir/paper/164713/en

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