scholarly journals Piecewise Partially Separable Functions and a Derivative-free Algorithm for Large Scale Nonsmooth Optimization

2006 ◽  
Vol 35 (2) ◽  
pp. 163-195 ◽  
Author(s):  
Adil M. Bagirov ◽  
Julien Ugon
Author(s):  
Mompati Koorapetse ◽  
P Kaelo ◽  
S Kooepile-Reikeletseng

In this paper, a new modified Perry-type derivative-free projection method for solving large-scale nonlinear monotone equations is presented. The method is developed by combining a modified Perry's conjugate gradient method with the hyperplane projection technique. Global convergence and numerical results of the proposed method are established. Preliminary numerical results show that the proposed method is promising and efficient compared to some existing methods in the literature.


2016 ◽  
Vol 26 (4) ◽  
pp. 2744-2774 ◽  
Author(s):  
G. Liuzzi ◽  
S. Lucidi ◽  
F. Rinaldi

2019 ◽  
Vol 220 (2) ◽  
pp. 967-980
Author(s):  
Jack B Muir ◽  
Victor C Tsai

SUMMARY Tomography is one of the cornerstones of geophysics, enabling detailed spatial descriptions of otherwise invisible processes. However, due to the fundamental ill-posedness of tomography problems, the choice of parametrizations and regularizations for inversion significantly affect the result. Parametrizations for geophysical tomography typically reflect the mathematical structure of the inverse problem. We propose, instead, to parametrize the tomographic inverse problem using a geologically motivated approach. We build a model from explicit geological units that reflect the a priori knowledge of the problem. To solve the resulting large-scale nonlinear inverse problem, we employ the efficient Ensemble Kalman Inversion scheme, a highly parallelizable, iteratively regularizing optimizer that uses the ensemble Kalman filter to perform a derivative-free approximation of the general iteratively regularized Levenberg–Marquardt method. The combination of a model specification framework that explicitly encodes geological structure and a robust, derivative-free optimizer enables the solution of complex inverse problems involving non-differentiable forward solvers and significant a priori knowledge. We illustrate the model specification framework using synthetic and real data examples of near-surface seismic tomography using the factored eikonal fast marching method as a forward solver for first arrival traveltimes. The geometrical and level set framework allows us to describe geophysical hypotheses in concrete terms, and then optimize and test these hypotheses, helping us to answer targeted geophysical questions.


2019 ◽  
Vol 2 (3) ◽  
pp. 1-4
Author(s):  
Abubakar Sani Halilu ◽  
M K Dauda ◽  
M Y Waziri ◽  
M Mamat

An algorithm for solving large-scale systems of nonlinear equations based on the transformation of the Newton method with the line search into a derivative-free descent method is introduced. Main idea used in the algorithm construction is to approximate the Jacobian by an appropriate diagonal matrix. Furthermore, the step length is calculated using inexact line search procedure. Under appropriate conditions, the proposed method is proved to be globally convergent under mild conditions. The numerical results presented show the efficiency of the proposed method.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Abdulkarim Hassan Ibrahim ◽  
Poom Kumam ◽  
Auwal Bala Abubakar ◽  
Jamilu Abubakar

AbstractIn recent times, various algorithms have been incorporated with the inertial extrapolation step to speed up the convergence of the sequence generated by these algorithms. As far as we know, very few results exist regarding algorithms of the inertial derivative-free projection method for solving convex constrained monotone nonlinear equations. In this article, the convergence analysis of a derivative-free iterative algorithm (Liu and Feng in Numer. Algorithms 82(1):245–262, 2019) with an inertial extrapolation step for solving large scale convex constrained monotone nonlinear equations is studied. The proposed method generates a sufficient descent direction at each iteration. Under some mild assumptions, the global convergence of the sequence generated by the proposed method is established. Furthermore, some experimental results are presented to support the theoretical analysis of the proposed method.


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