Comparative study of spectral steplengths and nonmonotone linear searches / Estudo comparativo de passos espectrais e buscas lineares não monótonas

AUTOR(ES)

Fernando Taietti Camargo

DATA DE PUBLICAÇÃO

2008

RESUMO

The Spectral Gradient method, introduced by Barzilai and Borwein and analized by Raydan for unconstrained minimization, is a simple method whose performance is comparable to traditional methods, such as conjugate gradients. Since the introduction of method, as well as its extension to minimization of convex sets, there were introduced various combinations of different spectral steplengths, as well as different nonmonotone line searches. By the numerical results presented in many studies it is not possible to infer whether there are siginificant differences in the performance of various methods. It also is not sure the relevance of the nonmonotone line searches as a tool in themselves or whether, in fact, they are usefull only to allow the method to be as similar as possible with the original method of Barzilai e Borwein. The objective of this study is to compare the different methods recently introduced as different combinations of nonmonotone linear searches and different spectral steplengths to find the best combination and from there, evaluating the numerical performance of the method.

ASSUNTO(S)

nonmonotone line search. spectral steplength busca linear não monótona. passo espectral unconstrained minimization minimização em conjuntos convexos minimization in convex sets minimização irrestrita

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