Nonmonotone derivative-free methods for nonlinear equations

Abstract

In this paper we study nonmonotone globalization techniques, in connection with iterative derivative-free methods for solving a system of nonlinear equations in several variables. First we define and analyze a class of nonmonotone derivative-free linesearch techniques for unconstrained minimization of differentiable functions. Then we introduce a globalization scheme, which combines nonmonotone watchdog rules and nonmonotone linesearches, and we study the application of this scheme to some recent extensions of the Barzilai---Borwein gradient method and to hybrid stabilization algorithms employing linesearches along coordinate directions. Numerical results on a set of standard test problems show that the proposed techniques can be of value in the solution of large-dimensional systems of equations.