A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate
| Autor: | Min Sun, Jing Liu |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2014 |
| Předmět: | |
| Zdroj: | Abstract and Applied Analysis, Vol 2014 (2014) |
| Druh dokumentu: | article |
| ISSN: | 1085-3375 1687-0409 |
| DOI: | 10.1155/2014/386030 |
| Popis: | 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 γ is attached in the update step to accelerate convergence. Preliminary numerical results show that it is promising in practice. |
| Databáze: | Directory of Open Access Journals |
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