An Improved Line Search Filter Method for the System of Nonlinear Equations

An improved line search filter algorithm for the system of nonlinear equations is presented. We divide the equations into two groups, one contains the equations that are treated as equality constraints and the square of other equations is regarded as objective function. Two groups of equations are u...

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Main Authors: Zhong Jin, Yuqing Wang
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/273141
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author Zhong Jin
Yuqing Wang
author_facet Zhong Jin
Yuqing Wang
author_sort Zhong Jin
collection DOAJ
description An improved line search filter algorithm for the system of nonlinear equations is presented. We divide the equations into two groups, one contains the equations that are treated as equality constraints and the square of other equations is regarded as objective function. Two groups of equations are updated at every iteration in the works by Nie (2004, 2006, and 2006), by Nie et al. (2008), and by Gu (2011), while we just update them at the iterations when it is needed indeed. As a consequence, the scale of the calculation is decreased in a certain degree. Under some suitable conditions the global convergence can be induced. In the end, numerical experiments show that the method in this paper is effective.
format Article
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issn 1110-757X
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publishDate 2012-01-01
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spelling doaj-art-a23e3a70660244dfbb74ca62071b43d12025-08-20T02:20:55ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/273141273141An Improved Line Search Filter Method for the System of Nonlinear EquationsZhong Jin0Yuqing Wang1Department of Mathematics, Shanghai Maritime University, Shanghai 201306, ChinaXianda College of Economics and Humanities, Shanghai International Studies University, Shanghai 200083, ChinaAn improved line search filter algorithm for the system of nonlinear equations is presented. We divide the equations into two groups, one contains the equations that are treated as equality constraints and the square of other equations is regarded as objective function. Two groups of equations are updated at every iteration in the works by Nie (2004, 2006, and 2006), by Nie et al. (2008), and by Gu (2011), while we just update them at the iterations when it is needed indeed. As a consequence, the scale of the calculation is decreased in a certain degree. Under some suitable conditions the global convergence can be induced. In the end, numerical experiments show that the method in this paper is effective.http://dx.doi.org/10.1155/2012/273141
spellingShingle Zhong Jin
Yuqing Wang
An Improved Line Search Filter Method for the System of Nonlinear Equations
Journal of Applied Mathematics
title An Improved Line Search Filter Method for the System of Nonlinear Equations
title_full An Improved Line Search Filter Method for the System of Nonlinear Equations
title_fullStr An Improved Line Search Filter Method for the System of Nonlinear Equations
title_full_unstemmed An Improved Line Search Filter Method for the System of Nonlinear Equations
title_short An Improved Line Search Filter Method for the System of Nonlinear Equations
title_sort improved line search filter method for the system of nonlinear equations
url http://dx.doi.org/10.1155/2012/273141
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