Nonmonotone filter DQMM method for the system of nonlinear equations

摘要

In this paper, we propose a nonmonotone filter Diagonalized Quasi-Newton Multiplier (DQMM) method for solving system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem which is then solved by nonmonotone filter DQMM method. A nonmonotone criterion is used to speed up the convergence progress in some ill-conditioned cases. Under reasonable conditions, we give the global convergence properties. The numerical experiments are reported to show the effectiveness of the proposed algorithm.