Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations

DOI10.1007/S40314-021-01621-4zbMATH Open1476.65074OpenAlexW3204762462MaRDI QIDQ2052297FDOQ2052297

Flávia Chorobura, Geovani Nunes Grapiglia

Publication date: 25 November 2021

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-021-01621-4

zbMATH Keywords

global convergencenonlinear systems of equationsnonmonotone line searchworst-case complexity

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical computation of solutions to systems of equations (65H10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing Unconstrained Optimization Software
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• Nonmonotone Spectral Methods for Large-Scale Nonlinear Systems
• A Nonmonotone Line Search Technique for Newton’s Method
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• On the worst-case evaluation complexity of non-monotone line search algorithms
• On the resolution of monotone complementarity problems
• Benchmarking Derivative-Free Optimization Algorithms
• On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming
• Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
• A derivative-free nonmonotone line search and its application to the spectral residual method
• A parallel Jacobian-free Newton-Krylov solver for a coupled sea ice-ocean model
• A spectral algorithm for large-scale systems of nonlinear monotone equations
• On a global complexity bound of the Levenberg-marquardt method
• Global complexity bound of the inexact Levenberg-Marquardt method
• Global complexity bound of the Levenberg–Marquardt method
• Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
• A derivative-free trust-region algorithm for composite nonsmooth optimization
• Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method
• A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
• A Jacobian-free approximate Newton-Krylov startup strategy for RANS simulations
• Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems

Cited In (1)

• On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing

Uses Software

• minpack
• BB

This page was built for publication: Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2052297)