Published 2019
| Version v1
Journal article
New hybrid algorithm based on nonmonotone spectral gradient and simultaneous perturbation
- Others:
- Laboratoire d'Etudes et Recherche en Mathématiques Appliquées (LERMA) ; Ecole Mohammadia d'Ingénieurs (EMI)
- Analysis and Control of Unsteady Models for Engineering Sciences (ACUMES) ; Inria Sophia Antipolis - Méditerranée (CRISAM) ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
- Laboratoire Jean Alexandre Dieudonné (JAD) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)
Description
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.
Abstract
International audience
Additional details
- URL
- https://hal.inria.fr/hal-01944548
- URN
- urn:oai:HAL:hal-01944548v1
- Origin repository
- UNICA