Modified Conjugate Gradient Method via DFP Update for Solving Systems of Nonlinear Equations
Keywords:Conjugate Gradient, DFP, Global Convergence, Nonlinear Equations
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.
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