A NEW DWINDLING NONMONOTONE FILTER METHOD WITHOUT GRADIENT INFORMATION FOR SOLVING LARGE-SCALE SYSTEMS OF EQUATIONS

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ARZANI F.; PEYGHAMI M.R.

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ISSN: 2588-4824

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Journal: IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION Year:2018 | Volume:8 | Issue:1 (SERIAL NUMBER 13) Page(s): 19-39

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Title

A NEW DWINDLING NONMONOTONE FILTER METHOD WITHOUT GRADIENT INFORMATION FOR SOLVING LARGE-SCALE SYSTEMS OF EQUATIONS

Author(s)

ARZANI F. | PEYGHAMI M.R. | Issue Writer Certificate

Keywords

DWINDLING FILTER TECHNIQUEQ1

SYSTEMS OF EQUATIONSQ1

NONMONOTONE LINE SEARCHQ1

GLOBAL CONVERGENCEQ1

Abstract

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.

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APA: Copy

ARZANI, F., & PEYGHAMI, M.R.. (2018). A NEW DWINDLING NONMONOTONE FILTER METHOD WITHOUT GRADIENT INFORMATION FOR SOLVING LARGE-SCALE SYSTEMS OF EQUATIONS. IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION, 8(1 (SERIAL NUMBER 13) ), 19-39. SID. https://sid.ir/paper/260844/en

Vancouver: Copy

ARZANI F., PEYGHAMI M.R.. A NEW DWINDLING NONMONOTONE FILTER METHOD WITHOUT GRADIENT INFORMATION FOR SOLVING LARGE-SCALE SYSTEMS OF EQUATIONS. IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION[Internet]. 2018;8(1 (SERIAL NUMBER 13) ):19-39. Available from: https://sid.ir/paper/260844/en

IEEE: Copy

F. ARZANI, and 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, vol. 8, no. 1 (SERIAL NUMBER 13) , pp. 19–39, 2018, [Online]. Available: https://sid.ir/paper/260844/en

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