scholarly journals The “global” convergence of Broyden-like methods with suitable line search

1986 ◽  
Vol 28 (1) ◽  
pp. 75-92 ◽  
Author(s):  
Anderas Griewank
Keyword(s):  
Global Convergence ◽  
Iterative Methods ◽  
Level Set ◽  
Superlinear Convergence ◽  
Line Search ◽  
Divided Difference ◽  
Inverse Function ◽  
System Of Nonlinear Equations ◽  
Derivative Free ◽  
Quasi Newton

Iterative methods for solving a square system of nonlinear equations g(x) = 0 often require that the sum of squares residual γ (x) ≡ ½∥g(x)∥2 be reduced at each step. Since the gradient of γ depends on the Jacobian ∇g, this stabilization strategy is not easily implemented if only approximations Bk to ∇g are available. Therefore most quasi-Newton algorithms either include special updating steps or reset Bk to a divided difference estimate of ∇g whenever no satisfactory progress is made. Here the need for such back-up devices is avoided by a derivative-free line search in the range of g. Assuming that the Bk are generated from an rbitrary B0 by fixed scale updates, we establish superlinear convergence from within any compact level set of γ on which g has a differentiable inverse function g−1.

scholarly journals A Modified Hestenes-Stiefel-Type Derivative-Free Method for Large-Scale Nonlinear Monotone Equations

Mathematics ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 168 ◽  
Author(s):  
Zhifeng Dai ◽  
Huan Zhu
Keyword(s):  
Global Convergence ◽  
Large Scale ◽  
Line Search ◽  
System Of Nonlinear Equations ◽  
Inexact Newton Method ◽  
Monotone Equations ◽  
Smoothing Methods ◽  
Derivative Free ◽  
Derivative Free Method ◽  
Nonlinear Monotone Equations

The goal of this paper is to extend the modified Hestenes-Stiefel method to solve large-scale nonlinear monotone equations. The method is presented by combining the hyperplane projection method (Solodov, M.V.; Svaiter, B.F. A globally convergent inexact Newton method for systems of monotone equations, in: M. Fukushima, L. Qi (Eds.)Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, Kluwer Academic Publishers. 1998, 355-369) and the modified Hestenes-Stiefel method in Dai and Wen (Dai, Z.; Wen, F. Global convergence of a modified Hestenes-Stiefel nonlinear conjugate gradient method with Armijo line search. Numer Algor. 2012, 59, 79-93). In addition, we propose a new line search for the derivative-free method. Global convergence of the proposed method is established if the system of nonlinear equations are Lipschitz continuous and monotone. Preliminary numerical results are given to test the effectiveness of the proposed method.

scholarly journals A Double Nonmonotone Quasi-Newton Method for Nonlinear Complementarity Problem Based on Piecewise NCP Functions

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Zhensheng Yu ◽  
Zilun Wang ◽  
Ke Su
Keyword(s):  
Global Convergence ◽  
Newton Method ◽  
Complementarity Problem ◽  
Line Search ◽  
Nonlinear Complementarity Problem ◽  
Practical Applications ◽  
Nonlinear Complementarity ◽  
Complementarity Functions ◽  
Single Solution ◽  
Quasi Newton

In this paper, a double nonmonotone quasi-Newton method is proposed for the nonlinear complementarity problem. By using 3-1 piecewise and 4-1 piecewise nonlinear complementarity functions, the nonlinear complementarity problem is reformulated into a smooth equation. By a double nonmonotone line search, a smooth Broyden-like algorithm is proposed, where a single solution of a smooth equation at each iteration is required with the reduction in the scale of the calculation. Under suitable conditions, the global convergence of the algorithm is proved, and numerical results with some practical applications are given to show the efficiency of the algorithm.

scholarly journals An Improved Line Search Filter Method for the System of Nonlinear Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Zhong Jin ◽  
Yuqing Wang
Keyword(s):  
Global Convergence ◽  
Objective Function ◽  
Nonlinear Equations ◽  
Numerical Experiments ◽  
Line Search ◽  
Equality Constraints ◽  
Filter Method ◽  
System Of Nonlinear Equations ◽  
Search Filter

An improved line search filter algorithm for the system of nonlinear equations is presented. We divide the equations into two groups, one contains the equations that are treated as equality constraints and the square of other equations is regarded as objective function. Two groups of equations are updated at every iteration in the works by Nie (2004, 2006, and 2006), by Nie et al. (2008), and by Gu (2011), while we just update them at the iterations when it is needed indeed. As a consequence, the scale of the calculation is decreased in a certain degree. Under some suitable conditions the global convergence can be induced. In the end, numerical experiments show that the method in this paper is effective.

scholarly journals Modified Dai-Yuan iterative scheme for Nonlinear Systems and its Application

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Mohammed Yusuf Waziri ◽  
Kabiru Ahmed ◽  
Abubakar Sani Halilu ◽  
Aliyu Mohammed Awwal
Keyword(s):  
Nonlinear Systems ◽  
Global Convergence ◽  
Iterative Methods ◽  
Nonsmooth Optimization ◽  
Projection Method ◽  
Numerical Experiments ◽  
Iterative Scheme ◽  
Search Direction ◽  
Derivative Free ◽  
Convergence Of The Scheme

<p style='text-indent:20px;'>By exploiting the idea employed in the spectral Dai-Yuan method by Xue et al. [IEICE Trans. Inf. Syst. 101 (12)2984-2990 (2018)] and the approach applied in the modified Hager-Zhang scheme for nonsmooth optimization [PLos ONE 11(10): e0164289 (2016)], we develop a Dai-Yuan type iterative scheme for convex constrained nonlinear monotone system. The scheme's algorithm is obtained by combining its search direction with the projection method [Kluwer Academic Publishers, pp. 355-369(1998)]. One of the new scheme's attribute is that it is derivative-free, which makes it ideal for solving non-smooth problems. Furthermore, we demonstrate the method's application in image de-blurring problems by comparing its performance with a recent effective method. By employing mild assumptions, global convergence of the scheme is determined and results of some numerical experiments show the method to be favorable compared to some recent iterative methods.</p>

scholarly journals Enhanced Derivative-Free Conjugate Gradient Method for Solving Symmetric Nonlinear Equations

2016 ◽  
Vol 5 (1) ◽  
pp. 50
Author(s):  
Jamilu Sabi'u
Keyword(s):  
Global Convergence ◽  
Nonlinear Equations ◽  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Line Search ◽  
Jacobian Matrix ◽  
Derivative Free ◽  
Matrix Free ◽  
Gradient Approach

In this article, an enhanced conjugate gradient approach for solving symmetric nonlinear equations is propose without computing the Jacobian matrix. This approach is completely derivative and matrix free. Using classical assumptions the proposed method has global convergence with nonmonotone line search. Some reported numerical results shows the approach is promising.<p style="margin: 0px; text-indent: 0px; -qt-block-indent: 0; -qt-paragraph-type: empty;"> </p>

scholarly journals An Adaptive Nonmonotone Line Search Technique for Solving Systems of Nonlinear Equations

2021 ◽  
Vol 2021 ◽  
pp. 1-6
Author(s):  
Masoud Hatamian ◽  
Mahmoud Paripour ◽  
Farajollah Mohammadi Yaghoobi ◽  
Nasrin Karamikabir
Keyword(s):  
Global Convergence ◽  
Nonlinear Equations ◽  
Line Search ◽  
Nonmonotone Line Search ◽  
Systems Of Nonlinear Equations ◽  
System Of Nonlinear Equations ◽  
Search Technique ◽  
Numerical Examples ◽  
Line Search Technique ◽  
Novel Algorithm

In this article, a new nonmonotone line search technique is proposed for solving a system of nonlinear equations. We attempt to answer this question how to control the degree of the nonmonotonicity of line search rules in order to reach a more efficient algorithm? Therefore, we present a novel algorithm that can avoid the increase of unsuccessful iterations. For this purpose, we show the robust behavior of the proposed algorithm by solving a few numerical examples. Under some suitable assumptions, the global convergence of our strategy is proved.

A Non-Monotone Line Search Combination Technique for Unconstrained Optimization

2014 ◽  
Vol 8 (1) ◽  
pp. 218-221 ◽  
Author(s):  
Ping Hu ◽  
Zong-yao Wang
Keyword(s):  
Global Convergence ◽  
Unconstrained Optimization ◽  
Numerical Experiments ◽  
Line Search ◽  
Optimization Problems ◽  
Search Algorithm ◽  
New Combination ◽  
Combination Rule ◽  
Combination Technique ◽  
Unconstrained Optimization Problems

We propose a non-monotone line search combination rule for unconstrained optimization problems, the corresponding non-monotone search algorithm is established and its global convergence can be proved. Finally, we use some numerical experiments to illustrate the new combination of non-monotone search algorithm’s effectiveness.

scholarly journals Derivative-Free King’s Scheme for Multiple Zeros of Nonlinear Functions

Mathematics ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 1242
Author(s):  
Ramandeep Behl ◽  
Sonia Bhalla ◽  
Eulalia Martínez ◽  
Majed Aali Alsulami
Keyword(s):  
Iterative Methods ◽  
Fourth Order ◽  
Order Of Convergence ◽  
Real Life ◽  
Multiple Roots ◽  
Computational Results ◽  
Nonlinear Functions ◽  
First Order ◽  
Life Problems ◽  
Derivative Free

There is no doubt that the fourth-order King’s family is one of the important ones among its counterparts. However, it has two major problems: the first one is the calculation of the first-order derivative; secondly, it has a linear order of convergence in the case of multiple roots. In order to improve these complications, we suggested a new King’s family of iterative methods. The main features of our scheme are the optimal convergence order, being free from derivatives, and working for multiple roots (m≥2). In addition, we proposed a main theorem that illustrated the fourth order of convergence. It also satisfied the optimal Kung–Traub conjecture of iterative methods without memory. We compared our scheme with the latest iterative methods of the same order of convergence on several real-life problems. In accordance with the computational results, we concluded that our method showed superior behavior compared to the existing methods.

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