A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations

摘要

In this paper, we propose a family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations. They come from two modified conjugate gradient methods [W.Y. Cheng, A two term PRP based descent Method, Numer. Funct. Anal. Optim. 28 (2007) 1217-1230; L. Zhang, W.J. Zhou. D.H. Li, A descent modified Polak-Ribiere-Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal. 26 (2006) 629-640] recently proposed for unconstrained optimization problems. Under appropriate conditions, the global convergence of the proposed method is established. Preliminary numerical results show that the proposed method is promising. (C) 2008 Elsevier B.V. All rights reserved.