A descent derivative-free algorithm for nonlinear monotone equations with convex constraints

• Published in: R.A.I.R.O. Recherche opérationnelle Vol. 54; no. 2; pp. 489 - 505
• Main Authors: Mohammad, Hassan, Bala Abubakar, Auwal
• Format: Journal Article
• Language: English
• Published: Paris EDP Sciences 01.03.2020
• Subjects: Algorithms; Descent; Iterative methods; Nonlinear equations

In this paper, we present a derivative-free algorithm for nonlinear monotone equations with convex constraints. The search direction is a product of a positive parameter and the negation of a residual vector. At each iteration step, the algorithm generates a descent direction independent from the li...