A new dwindling nonmonotone filter method without gradient information for solving large-scale systems of equations

Document Type : Research Article

Authors

K.N. Toosi University of Technology,

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.

Keywords

References

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