학술논문
A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations
Document Type
article
Author
Source
Iranian Journal of Numerical Analysis and Optimization, Vol 8, Iss 1, Pp 19-40 (2018)
Subject
Language
English
ISSN
2423-6977
2423-6969
2423-6969
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.