Artículos de revistas
Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
Registro en:
Mathematics Of Computation. Amer Mathematical Soc, v. 75, n. 255, n. 1429, n. 1448, 2006.
0025-5718
WOS:000239181800020
10.1090/S0025-5718-06-01840-0
Autor
La Cruz, W
Martinez, JM
Raydan, M
Institución
Resumen
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. 75 255 1429 1448