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On the global convergence of an inexact quasi-Newton conditional gradient method for constrained nonlinear systems

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Abstract

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone line search strategy. The global convergence analysis of the proposed method is established under suitable conditions, and some preliminary numerical experiments are given to illustrate its performance.

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Acknowledgments

The authors would like to thank the three anonymous referees and the associate editor for their insightful comments on earlier drafts of this paper.

Funding

The work of these authors was supported in part by CAPES, FAPEG/CNPq/PRONEM-201710267000532, and CNPq Grants 302666/2017-6 and and 408123/2018-4.

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  1. IME, Universidade Federal de Goiás, Goiânia, GO, 74001-970, Brazil

    M. L. N. Gonçalves & F. R. Oliveira

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  1. M. L. N. Gonçalves
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  2. F. R. Oliveira
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Correspondence to M. L. N. Gonçalves.

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Gonçalves, M.L.N., Oliveira, F.R. On the global convergence of an inexact quasi-Newton conditional gradient method for constrained nonlinear systems. Numer Algor 84, 609–631 (2020). https://doi.org/10.1007/s11075-019-00772-0

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  • DOI: https://doi.org/10.1007/s11075-019-00772-0

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