DOAJ Open Access 2018

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

F. Arzani M.R. Peyghami

Lihat Sumber DOI

Abstrak

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.

Topik & Kata Kunci

Applied mathematics. Quantitative methods

Penulis (2)

F. Arzani

M.R. Peyghami

Format Sitasi

APA MLA BibTeX

Arzani, F., Peyghami, M. (2018). A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations. https://doi.org/10.22067/ijnao.v8i1.49742

Akses Cepat

Lihat di Sumber doi.org/10.22067/ijnao.v8i1.49742

Informasi Jurnal

Tahun Terbit: 2018
Sumber Database: DOAJ
DOI: 10.22067/ijnao.v8i1.49742
Akses: Open Access ✓