A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations

In this paper, we present a new derivative-free spectral residual method for solving large-scale systems of equations. Our algorithm is equipped with a dwindling multidimensional nonmonotone filter in which whose envelope is dwindling as the step-length of line search is decreasing. The proposed alg...

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Main Authors:	F. Arzani, M.R. Peyghami
Format:	Article
Language:	English
Published:	Ferdowsi University of Mashhad 2018-03-01
Series:	Iranian Journal of Numerical Analysis and Optimization
Subjects:	dwindling filter technique systems of equations nonmonotone line search global convergence
Online Access:	https://ijnao.um.ac.ir/article_24615_62d36ea4139538f9a388844f99baafef.pdf

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spelling	doaj-0120b6d35d8b4a41861d5205c9a125992021-02-24T08:56:52ZengFerdowsi University of MashhadIranian Journal of Numerical Analysis and Optimization2423-69772423-69692018-03-0181194010.22067/ijnao.v8i1.4974224615A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equationsF. Arzani0M.R. Peyghami1K.N. Toosi University of Technology,K.N. Toosi University of Technology,In this paper, we present a new derivative-free spectral residual method for solving large-scale systems of equations. Our algorithm is equipped with a dwindling multidimensional nonmonotone filter in which whose envelope is dwindling as the step-length of line search is decreasing. The proposed algorithm is also combined with a relaxed nonmonotone line search technique which allows the algorithm to enjoy the nonmonotone property from scratch. Under some standard assumptions, the global convergence property of the proposed algorithm is established. Numerical results on some test problems show the efficiency and effectiveness of the new algorithm in practice.https://ijnao.um.ac.ir/article_24615_62d36ea4139538f9a388844f99baafef.pdfdwindling filter techniquesystems of equationsnonmonotone line searchglobal convergence
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	F. Arzani M.R. Peyghami
spellingShingle	F. Arzani M.R. Peyghami A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations Iranian Journal of Numerical Analysis and Optimization dwindling filter technique systems of equations nonmonotone line search global convergence
author_facet	F. Arzani M.R. Peyghami
author_sort	F. Arzani
title	A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations
title_short	A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations
title_full	A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations
title_fullStr	A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations
title_full_unstemmed	A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations
title_sort	new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations
publisher	Ferdowsi University of Mashhad
series	Iranian Journal of Numerical Analysis and Optimization
issn	2423-6977 2423-6969
publishDate	2018-03-01
description	In this paper, we present a new derivative-free spectral residual method for solving large-scale systems of equations. Our algorithm is equipped with a dwindling multidimensional nonmonotone filter in which whose envelope is dwindling as the step-length of line search is decreasing. The proposed algorithm is also combined with a relaxed nonmonotone line search technique which allows the algorithm to enjoy the nonmonotone property from scratch. Under some standard assumptions, the global convergence property of the proposed algorithm is established. Numerical results on some test problems show the efficiency and effectiveness of the new algorithm in practice.
topic	dwindling filter technique systems of equations nonmonotone line search global convergence
url	https://ijnao.um.ac.ir/article_24615_62d36ea4139538f9a388844f99baafef.pdf
work_keys_str_mv	AT farzani anewdwindlingnonmonotonefiltermethodwithoutgradientinformationforsolvinglargescalesystemsofequations AT mrpeyghami anewdwindlingnonmonotonefiltermethodwithoutgradientinformationforsolvinglargescalesystemsofequations AT farzani newdwindlingnonmonotonefiltermethodwithoutgradientinformationforsolvinglargescalesystemsofequations AT mrpeyghami newdwindlingnonmonotonefiltermethodwithoutgradientinformationforsolvinglargescalesystemsofequations
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A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations

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