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Volume 25, Issue 1
Limited Memory BFGS Method for Nonlinear Monotone Equations

Weijun Zhou & Donghui Li

J. Comp. Math., 25 (2007), pp. 89-96.

Published online: 2007-02

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  • Abstract

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.

  • AMS Subject Headings

90C30, 65K05.

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COPYRIGHT: © Global Science Press

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@Article{JCM-25-89, author = {}, title = {Limited Memory BFGS Method for Nonlinear Monotone Equations}, journal = {Journal of Computational Mathematics}, year = {2007}, volume = {25}, number = {1}, pages = {89--96}, abstract = {

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.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/8675.html} }
TY - JOUR T1 - Limited Memory BFGS Method for Nonlinear Monotone Equations JO - Journal of Computational Mathematics VL - 1 SP - 89 EP - 96 PY - 2007 DA - 2007/02 SN - 25 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/8675.html KW - Limited memory BFGS method, Monotone function, Projection method. AB -

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.

Weijun Zhou & Donghui Li. (1970). Limited Memory BFGS Method for Nonlinear Monotone Equations. Journal of Computational Mathematics. 25 (1). 89-96. doi:
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