TY - JOUR T1 - Limited Memory BFGS Method for Nonlinear Monotone Equations AU - Weijun Zhou & Donghui Li 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.