Optimization Online


Multipoint secant and interpolation methods with nonmonotone line search for solving systems of nonlinear equations

Oleg Burdakov(oleg.burdakov***at***liu.se)
Ahmad Kamandi(ahmadkamandi***at***mazust.ac.ir)

Abstract: Multipoint secant and interpolation methods are effective tools for solving systems of nonlinear equations. They use quasi-Newton updates for approximating the Jacobian matrix. Owing to their ability to more completely utilize the information about the Jacobian matrix gathered at the previous iterations, these methods are especially efficient in the case of expensive functions. They are known to be local and superlinearly convergent. We combine these methods with the nonmonotone line search proposed by Li and Fukushima (2000), and study global and superlinear convergence of this combination. Results of numerical experiments are presented. They indicate that the multipoint secant and interpolation methods tend to be more robust and efficient than Broyden's method globalized in the same way.

Keywords: Systems of nonlinear equations, Quasi-Newton methods, Multipoint secant methods, Interpolation methods, Global convergence, Superlinear convergence

Category 1: Nonlinear Optimization (Other )

Citation: arXiv:1712.01142 [math.OC]

Download: [PDF]

Entry Submitted: 12/05/2017
Entry Accepted: 12/05/2017
Entry Last Modified: 12/05/2017

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society