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

DOI10.1007/S40314-021-01621-4MaRDI QIDQ2052297zbMATH OpenOpenAlexFDO

Authors Geovani Nunes Grapiglia, Flávia Chorobura

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)

Recommendations

• Nonmonotone derivative-free methods for nonlinear equations
• A derivative-free method for nonlinear system of equations with global convergence
• The derivative-free double Newton step methods for solving system of nonlinear equations
• A derivative-free method for solving large-scale nonlinear systems of equations
• A class of derivative-free methods for large-scale nonlinear monotone equations

Cites work

• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A Jacobian-free approximate Newton-Krylov startup strategy for RANS simulations
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A derivative-free nonmonotone line search and its application to the spectral residual method
• A derivative-free trust-region algorithm for composite nonsmooth optimization
• 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
• A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
• Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method
• Benchmarking Derivative-Free Optimization Algorithms
• Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems
• Global complexity bound of the Levenberg-Marquardt method
• Global complexity bound of the inexact Levenberg-Marquardt method
• Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
• Nonmonotone Spectral Methods for Large-Scale Nonlinear Systems
• Nonmonotone line searches for optimization algorithms
• On a global complexity bound of the Levenberg-marquardt method
• On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
• On the resolution of monotone complementarity problems
• On the worst-case evaluation complexity of non-monotone line search algorithms
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• Testing Unconstrained Optimization Software
• Trust-region methods without using derivatives: worst case complexity and the nonsmooth case

Cited in

(1)

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

Describes a project that uses

Uses Software

• BB
• minpack

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)