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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.

  • Keywords

Limited memory BFGS method, Monotone function, Projection method.

  • AMS Subject Headings

90C30, 65K05.

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{JCM-25-89, author = {Weijun Zhou and Donghui Li}, 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 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.

Weijun Zhou and Donghui Li. (2007). Limited Memory BFGS Method for Nonlinear Monotone Equations. Journal of Computational Mathematics. 25 (1). 89-96. doi:
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