A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate

Min Sun and Jing Liu

Abstract and Applied Analysis, 2014, vol. 2014, 1-6

Abstract:

A matrix-free method for constrained equations is proposed, which is a combination of the well-known PRP (Polak-Ribière-Polyak) conjugate gradient method and the famous hyperplane projection method. The new method is not only derivative-free, but also completely matrix-free, and consequently, it can be applied to solve large-scale constrained equations. We obtain global convergence of the new method without any differentiability requirement on the constrained equations. Compared with the existing gradient methods for solving such problem, the new method possesses linear convergence rate under standard conditions, and a relax factor is attached in the update step to accelerate convergence. Preliminary numerical results show that it is promising in practice.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/AAA/2014/386030.pdf (application/pdf)
http://downloads.hindawi.com/journals/AAA/2014/386030.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:386030

DOI: 10.1155/2014/386030

Access Statistics for this article

More articles in Abstract and Applied Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().