Efficient matrix-free direction method with line search for solving large-scale system of nonlinear equations
Abubakar Halilu, Mohammed Yusuf Waziri, İbrahim Yusuf
Abstract
We proposed a matrix-free direction with an inexact line search technique to solve system of nonlinear equations by using double direction approach. In this article, we approximated the Jacobian matrix by appropriately constructed matrix-free method via acceleration parameter. The global convergence of our method is established under mild conditions. Numerical comparisons reported in this paper are based on a set of large-scale test problems and show that the proposed method is efficient for large-scale problems.
Topics & Concepts
Jacobian matrix and determinantLine searchConvergence (economics)Matrix (chemical analysis)MathematicsNonlinear systemScale (ratio)Line (geometry)AccelerationMathematical optimizationSet (abstract data type)Applied mathematicsComputer scienceAlgorithmGeometryEconomicsProgramming languageMaterials scienceComposite materialRADIUSClassical mechanicsComputer securityPhysicsQuantum mechanicsEconomic growthMatrix Theory and AlgorithmsAdvanced Optimization Algorithms ResearchIterative Methods for Nonlinear Equations