Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/72089
Type: Artigo de periódico
Title: Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
Author: La Cruz, W
Martinez, JM
Raydan, M
Abstract: A fully derivative-free spectral residual method for solving large-scale nonlinear systems of equations is presented. It uses in a systematic way the residual vector as a search direction, a spectral steplength that produces a nonmonotone process and a globalization strategy that allows for this nonmonotone behavior. The global convergence analysis of the combined scheme is presented. An extensive set of numerical experiments that indicate that the new combination is competitive and frequently better than well-known Newton-Krylov methods for large-scale problems is also presented.
Subject: nonlinear systems
spectral gradient method
nonmonotone line search
Newton-Krylov methods
Country: EUA
Editor: Amer Mathematical Soc
Rights: aberto
Identifier DOI: 10.1090/S0025-5718-06-01840-0
Date Issue: 2006
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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