Accelerated derivative-free spectral residual method for nonlinear systems of equations

arXiv2104.13447MaRDI QIDQ6366294FDOQ6366294

J. L. Gardenghi, E. G. Birgin, Diaulas S. Marcondes, J. M. Martínez

Publication date: 27 April 2021

Abstract: Spectral residual methods are powerful tools for solving nonlinear systems of equations without derivatives. In a recent paper, it was shown that an acceleration technique based on the Sequential Secant Method can greatly improve its efficiency and robustness. In the present work, an R implementation of the method is presented. Numerical experiments with a widely used test bed compares the presented approach with its plain (i.e. non-accelerated) version that makes part of the R package BB. Additional numerical experiments compare the proposed method with NITSOL, a state-of-the-art solver for nonlinear systems. The comparison shows that the acceleration process greatly improves the robustness of its counterpart included in the existent R package. As a by-product, an interface is provided between R and the consolidated CUTEst collection, which contains over a thousand nonlinear programming problems of all types and represents a standard for evaluating the performance of optimization methods.

Has companion code repository: https://github.com/johngardenghi/dfsaneacc

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