We present a derivative-free method for solving systems of nonlinear equations that belongs to the class of spectral residual methods. We will show that by endowing a previous version of the algorithm with a suitable new linesearch strategy, standard global convergence results can be attained under mild general assumptions. The robustness of the new method is therefore potentially improved with respect to the previous version as shown by the reported numerical experiments.

On the global convergence of a new spectral residual algorithm for nonlinear systems of equations

Sgattoni Cristina
2020

Abstract

We present a derivative-free method for solving systems of nonlinear equations that belongs to the class of spectral residual methods. We will show that by endowing a previous version of the algorithm with a suitable new linesearch strategy, standard global convergence results can be attained under mild general assumptions. The robustness of the new method is therefore potentially improved with respect to the previous version as shown by the reported numerical experiments.
2020
Istituto per la BioEconomia - IBE
Nonlinear systems of equations
Spectral residual methods
Global convergence
Nonmonotone linesearch
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/456768
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