Multipoint secant and interpolation methods with nonmonotone line search for solving systems of nonlinear equations

DOI10.1016/J.AMC.2018.05.041MaRDI QIDQ2335767zbMATH OpenOpenAlexFDO

Authors Oleg Burdakov, Ahmad Kamandi

Publication date 15 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.01142

zbMATH Keywords

global convergenceinterpolation methodsmultipoint secant methodsquasi-Newton methodssuperlinear convergencesystems of nonlinear equations

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Abstract: Multipoint secant and interpolation methods are effective tools for solving systems of nonlinear equations. They use quasi-Newton updates for approximating the Jacobian matrix. Owing to their ability to more completely utilize the information about the Jacobian matrix gathered at the previous iterations, these methods are especially efficient in the case of expensive functions. They are known to be local and superlinearly convergent. We combine these methods with the nonmonotone line search proposed by Li and Fukushima (2000), and study global and superlinear convergence of this combination. Results of numerical experiments are presented. They indicate that the multipoint secant and interpolation methods tend to be more robust and efficient than Broyden's method globalized in the same way.

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Cited in

(4)

• An enhanced matrix-free secant method via predictor-corrector modified line search strategies for solving systems of nonlinear equations
• A multi-iterate method to solve systems of nonlinear equations
• scientific article; zbMATH DE number 1519417 (Why is no real title available?)
• Secant Acceleration of Sequential Residual Methods for Solving Large-Scale Nonlinear Systems of Equations

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