Abstract | ||
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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. |
Year | DOI | Venue |
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2007 | 10.1007/s10589-007-9028-x | Comp. Opt. and Appl. |
Keywords | Field | DocType |
Nonmonotone techniques,Derivative-free linesearch,Barzilai–Borwein method,Nonlinear equations,Hybrid methods | Gradient method,Mathematical optimization,Nonlinear system,System of linear equations,Mathematical analysis,Differentiable function,Minification,Mathematics | Journal |
Volume | Issue | ISSN |
37 | 3 | 0926-6003 |
Citations | PageRank | References |
15 | 0.92 | 11 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
L Grippo | 1 | 273 | 24.32 |
M. Sciandrone | 2 | 335 | 29.01 |