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Author Zineb, Tabbakh ♦ Ellaia, Rachid ♦ Habbal, Abderrahmane
Source Hyper Articles en Ligne (HAL)
Content type Text
Publisher Inderscience
File Format PDF
Language English
Subject Keyword Nonmonotone line search ♦ Spectral gradient method ♦ Simultaneous perturbation stochastic approximation ♦ math ♦ Mathematics [math]/Optimization and Control [math.OC]
Abstract In this paper, we introduce a new hybrid method called nonmonotone spectral gradient and simultaneous perturbation (NSGSP). It combines the advantages of nonmonotone spectral gradient (NSG), and simultaneous perturbation (SP) methods. The main idea of our approach is to use the simultaneous perturbation (SP) method in order to get a non expensive estimate of the gradient, and exploit the good properties of the nonmonotone spectral gradient (NSG) method in order to compute an efficient line search. Several numerical experiments are provided. The results indicate that the new method is effective and outperforms most of other popular methods.
ISSN 20403607
Educational Use Research
Learning Resource Type Article
Publisher Date 2019-01-01
Journal International Journal of Mathematical Modelling and Numerical Optimisation
Volume Number 9
Issue Number 1
Page Count 23
Starting Page 1
Ending Page 23