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Solution of a System of Nonlinear Convex Constrained Monotone Equations using BFGS Method of Projection Approach with Application in Motion Control

Solution of a System of Nonlinear Convex Constrained Monotone Equations using BFGS Method of Projection Approach with Application in Motion Control

This paper presents the scaling memoryless Broyden-Fletcher-Goldfarb-Shanno (BFGS) method for solving a system of nonlinear convex constrained monotone equations. The optimal value of the scaling parameter is obtained by minimizing the condition number. A derivative-free memoryless BFGS projection-based algorithm is proposed. The global convergence of the algorithm is obtained analytically …