Skip to Main content Skip to Navigation
Journal articles

New hybrid algorithm based on nonmonotone spectral gradient and simultaneous perturbation

Abstract : 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.
Document type :
Journal articles
Complete list of metadata

https://hal.inria.fr/hal-01944548
Contributor : Abderrahmane Habbal <>
Submitted on : Tuesday, December 4, 2018 - 5:01:09 PM
Last modification on : Thursday, May 20, 2021 - 9:12:01 AM

File

Tabbakh_Ellaia_Habbal-v55.pdf
Files produced by the author(s)

Identifiers

Citation

Tabbakh Zineb, Rachid Ellaia, Abderrahmane Habbal. New hybrid algorithm based on nonmonotone spectral gradient and simultaneous perturbation. International Journal of Mathematical Modelling and Numerical Optimisation, Inderscience, 2019, 9 (1), pp.1-23. ⟨10.1504/IJMMNO.2019.096911⟩. ⟨hal-01944548⟩

Share

Metrics

Record views

161

Files downloads

378