Title
Nonmonotone derivative-free methods for nonlinear equations
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.
Year
DOI
Venue
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 Grippo127324.32
M. Sciandrone233529.01