Nonmonotone Spectral Methods for Large-Scale Nonlinear Systems

作者: William La Cruz , Marcos Raydan

DOI: 10.1080/10556780310001610493

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摘要: The spectral gradient method has proved to be effective for solving large-scale optimization problems. In this work we extend the approach solve nonlinear systems of equations. We consider a strategy based on nonmonotone line search techniques guarantee global convergence. and discuss implementation details compare performance our new with recent implementations inexact Newton schemes Krylov subspace inner iterative methods linear systems. Our numerical experiments indicate that competes favorably well-established methods.

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