Nonmonotone derivative-free methods for nonlinear equations |
| |
Authors: | L Grippo M Sciandrone |
| |
Institution: | (1) Dipartimento di Informatica e Sistemistica, Università di Roma “La Sapienza”, Via Buonarroti 12, 00185 Roma, Italy;(2) Istituto di Analisi dei Sistemi ed Informatica del CNR, Viale Manzoni 30, 00185 Roma, Italy |
| |
Abstract: | In this paper we study nonmonotone globalization techniques, in connection with iterative derivative-free methods for solving
a system of nonlinear equations in several variables. First we define and analyze a class of nonmonotone derivative-free linesearch
techniques for unconstrained minimization of differentiable functions. Then we introduce a globalization scheme, which combines
nonmonotone watchdog rules and nonmonotone linesearches, and we study the application of this scheme to some recent extensions
of the Barzilai–Borwein gradient method and to hybrid stabilization algorithms employing linesearches along coordinate directions.
Numerical results on a set of standard test problems show that the proposed techniques can be of value in the solution of
large-dimensional systems of equations. |
| |
Keywords: | Nonmonotone techniques Derivative-free linesearch Barzilai– Borwein method Nonlinear equations Hybrid methods |
本文献已被 SpringerLink 等数据库收录! |
|