Spectral residual method for nonlinear equations on Riemannian manifolds

被引:1
|
作者
Oviedo, Harry [1 ]
Lara, Hugo [2 ]
机构
[1] Fundacao Getulio Vargas FGV EMAp, Escola Matemat Aplicada, Rio De Janeiro, RJ, Brazil
[2] Univ Fed Santa Catarina, Campus Blumenau, Blumenau, Brazil
关键词
Tangent vector field; Riemannian manifold; Nonlinear system of equations; Spectral residual method; Non-monotone line search; NONMONOTONE LINE SEARCH; OPTIMIZATION METHODS; NEWTONS METHOD; BARZILAI; CONVERGENCE; ALGORITHMS;
D O I
10.1007/s40314-021-01630-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, the spectral algorithm for nonlinear equations (SANE) is adapted to the problem of finding a zero of a given tangent vector field on a Riemannian manifold. The generalized version of SANE uses, in a systematic way, the tangent vector field as a search direction and a continuous real-valued function that adapts this direction and ensures that it verifies a descent condition for an associated merit function. To speed up the convergence of the proposed method, we incorporate a Riemannian adaptive spectral parameter in combination with a non-monotone globalization technique. The global convergence of the proposed procedure is established under some standard assumptions. Numerical results indicate that our algorithm is very effective and efficient solving tangent vector field on different Riemannian manifolds and competes favorably with a Polak-Ribiere-Polyak method recently published and other methods existing in the literature.
引用
收藏
页数:23
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