Nonmonotone filter DQMM method for the system of nonlinear equations

In this paper, we propose a nonmonotone filter Diagonalized Quasi‐Newton Multiplier (DQMM) method for solving system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem which is then solved by nonmonotone filter DQMM method. A nonmonotone criterion is used to speed up the convergence progress in some ill‐conditioned cases. Under reasonable conditions, we give the global convergence properties. The numerical experiments are reported to show the effectiveness of the proposed algorithm.