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A Nonmonotone Line Search Filter Algorithm for the System of Nonlinear Equations

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  • Zhong Jin
  • Yuqing Wang

Abstract

We present a new iterative method based on the line search filter method with the nonmonotone strategy to solve the system of nonlinear equations. The equations are divided into two groups; some equations are treated as constraints and the others act as the objective function, and the two groups are just updated at the iterations where it is needed indeed. We employ the nonmonotone idea to the sufficient reduction conditions and filter technique which leads to a flexibility and acceptance behavior comparable to monotone methods. The new algorithm is shown to be globally convergent and numerical experiments demonstrate its effectiveness.

Suggested Citation

  • Zhong Jin & Yuqing Wang, 2012. "A Nonmonotone Line Search Filter Algorithm for the System of Nonlinear Equations," Mathematical Problems in Engineering, Hindawi, vol. 2012, pages 1-15, September.
    • Handle: RePEc:hin:jnlmpe:971468
    DOI: 10.1155/2012/971468
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