Modified Conjugate Gradient Method via DFP Update for Solving Systems of Nonlinear Equations

Authors

  • M K Dauda Department of Mathematical Sciences, Kaduna State University, Nigeria

DOI:

https://doi.org/10.37231/myjcam.2020.3.1.42

Keywords:

Conjugate Gradient, DFP, Global Convergence, Nonlinear Equations

Abstract

In this study, a fully derivative-free method for solving large scale nonlinear systems of equations via memoryless DFP update is presented. The new proposed method is an enhanced DFP (Davidon-FletcherPowell) update which is matrix and derivative free thereby require low memory storage. Under suitable conditions, the proposed method converges globally. Numerical comparisons using a set of large-scale test problems showed that the proposed method is efficient.

Published

2020-06-30