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arXiv 2104.13447math.NAcs.NA
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非线性系统的加速无导数谱残量法

Accelerated derivative-free spectral residual method for nonlinear systems of equations

Ernesto G. Birgin, John L. Gardenghi, Diaulas S. Marcondes, José M. Martínez

摘要:

谱残量法是求解无导数非线性系统的有力工具。在最近的一篇论文中,它表明,基于顺序割线法的加速技术可以大大提高其效率和鲁棒性。在目前的工作中,R实现的方法。一个广泛使用的测试台的数值实验比较了所提出的方法与其平原(即非加速)的版本,使部分的R包BB。附加的数值实验比较所提出的方法与NITSOL,一个国家的最先进的求解器非线性系统。结果表明,该加速过程大大提高了现有R包中的对应部分的鲁棒性。作为一个副产品,在R和统一的CUTEst集合之间提供了一个接口,该集合包含所有类型的一千多个非线性规划问题,并代表了评估最优化方法性能的标准。

英文摘要:

Spectral residual methods are powerful tools for solving nonlinear systems of equations without derivatives. In a recent paper, it was shown that an acceleration technique based on the Sequential Secant Method can greatly improve its efficiency and robustness. In the present work, an R implementation of the method is presented. Numerical experiments with a widely used test bed compares the presented approach with its plain (i.e. non-accelerated) version that makes part of the R package BB. Additional numerical experiments compare the proposed method with NITSOL, a state-of-the-art solver for nonlinear systems. The comparison shows that the acceleration process greatly improves the robustness of its counterpart included in the existent R package. As a by-product, an interface is provided between R and the consolidated CUTEst collection, which contains over a thousand nonlinear programming problems of all types and represents a standard for evaluating the performance of optimization methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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