Two derivative-free algorithms for constrained nonlinear monotone equations
Abstract
We propose two positive parameters based on the choice of Birgin and Martínez search direction. Using the two classical choices of the Barzilai-Borwein parameters, two positive parameters were derived by minimizing the distance between the relative matrix corresponding to the propose search direction and the scaled memory-less Broyden–Fletcher–Goldfarb-Shanno (BFGS) matrix in the Frobenius norm. Moreover, the resulting direction is descent independent of any line search condition. We established the global convergence of the proposed algorithm under some appropriate assumptions. In addition, numerical experiments on some benchmark test problems are reported in order to show the efficiency of the proposed algorithm.
1 Introduction
Recently, Gao et al.10 proposed an adaptive three-term derivative-free algorithms to solve (1). Following the approaches in References 11-13, they proposed two parameters based on the modified Liu-Storey (LS) conjugate gradient direction. The two parameters were obtained by minimizing the distance between the self-scaling memory-less BFGS update and the relative matrix corresponding to the proposed search direction.
Motivated by the work of Gao et al., we propose two positive parameters similar to that of Birgin and Martínez14 spectral parameter for solving (1). Under appropriate assumptions, we establish the global convergence of the algorithm. Finally, we applied the algorithm to find solutions of nonlinear monotone operator equations with convex constraints.
2 Algorithm
Based on the above, we now present present our algorithm which combines the projection technique of Solodov and Svaiter15 with the derivative-free direction given in Equation (5).
Remark 1.The projection operator in Algorithm 1 is defined for all by
3 Convergence result
In this section, we will begin with some assumptions and Lemmas that will be useful in establishing the main theorem.
- (G1) The solution set of (1), is nonempty.
- (G2) The function F is Lipschitz continuous, that is, there exists a positive constant L such that for all
Lemma 1.The search direction defined by (5) satisfies the following inequality
Proof.If k = 0,
Now if then
Also if then
Lemma 2.Let Assumptions (G1) and (G2) be fulfilled. If the sequence {dk} is defined by (4) and (5), then there exists M > 0 such that
Proof.
If , then
In a similar way if , then
Letting then
Lemma 3.Let Assumption (G2) be fulfilled. Then for any we have
Proof.Suppose in the line search, then does not satisfy (17). That is
Hence, we have
Lemma 4.16 Let Assumptions (G1) and (G2) be fulfilled. If and {xk} are generated by (16) and (18) in Algorithm 1, then
Remark 2.Equation (25) and definition of implies that
Theorem 1.Let the sequence {xk} be generated by (18) in Algorithm 1. Then
4 Numerical examples
In this section, we report some numerical results to show the efficiency of the proposed Algorithm 1 (DFAP). For simplicity, we represent Algorithm 1 by DFAP. Algorithm 1 with and Algorithm 1 with are named as DFAP1 and DFAP2, respectively. Based on (4) and (5) the proposed algorithm has similar structure with MHSP method proposed by Awwal et al.17 and algorithm 2.1b proposed by Gao et al.10 We compare the numerical performances of DFAP1, DFAP2, MHSP and algorithm 2.1b on nonlinear monotone operator equations. All experiments were done using the MATLAB software.
We adopt the same line search implementation for both DFAP1, DFAP2, MHSP, and algorithm 2.1b, with the following parameters specifications. For DFAP algorithm, , r = 0.1, , . For MHSP algorithm and Algorithm 2.1b, all parameters are choosen as in References 17 and 10, respectively. The stopping condition used for the algorithms is ‖Fk‖<10−6. We considered seven problems with dimensions ranging from 5000 to 100,000 and eight initial points as follows: x1 = (1, 1, …, 1)T, x2 = (0.5, 0.5, … , 0.5)T, x3 = (1, 1/2, … , 1/n)T, x4 = (1/n, 2/n, … , 1)T, x5 = (1/3, 1/32, … , 1/3n)T, x6 = (1/4, 1/2, … , 1/4, 1/2)T, x7 = (10, 10, … , 10)T, x8 = rand(0, 1).
We use the popular Dolan and Moré performance profile18 to assess the algorithms. Figures 1, 2, and 3 contain the plot of against where represent the best ratio of number of iterations, function evaluations and CPU time, respectively. The numerical results are tabulated in Tables A1, A2, A3, A4, A5, A6, and A7 (see Appendix).



Figures 1, 2, and 3 show that DFAP1 and DFAP2 solvers outperforms the MHSP and algorithm 2.1b solvers. Figure 1 display the performance of the algorithms with respect to the number of iterations metric. From Figure 1 it can be easily observed that DFAP1 and DFAP2 solve at least 55% and 90% of the problems with least number of iterations, respectively. Figure 2 shows DFAP2 solves more than 90% of the problems with the fewer number of function evaluations. From Figure 3, DFAP2 algorithm outperform DFAP1, MHSP, and algorithm 2.1b, which indicates that our approach is very efficient in solving nonlinear monotone operator equations.
5 Conclusions
We proposed two derivative-free projection algorithms (DFAP) as an alternative approach with high efficiency to solve nonlinear monotone operator equations. Also, a comparison between the results of applying the proposed algorithms and other similar algorithms in the literature was shown. The results showed that the DFAP algorithms are very effective to solve nonlinear monotone operator equations. This good performance of DFAP algorithms may be due to the closeness of the relative matrix corresponding to its search direction and memory-less BFGS update matrix. Finally, further research should be performed to solve other kinds of problems like signal restoration and image deblurring, among others.
Acknowledgments
The first author acknowledge with thanks, the Department of Mathematics and Applied Mathematics at the Sefako Makgatho Health Sciences University.
Conflict of Interest
The authors declare no potential conflict of interest.
APPENDIX A
Algorithm 2.1b | MHSP | DFAP1 | DFAP2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dimension | x0 | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM |
5000 | 1 | 3 | 0.00944 | 0.00E+00 | 1 | 3 | 0.01066 | 0.00E+00 | 1 | 3 | 0.013602 | 0.00E+00 | 1 | 3 | 0.025573 | 0.00E+00 | |
1 | 3 | 0.005771 | 0.00E+00 | 1 | 3 | 0.024505 | 0.00E+00 | 1 | 3 | 0.012575 | 0.00E+00 | 1 | 3 | 0.009563 | 0.00E+00 | ||
12 | 26 | 0.068913 | 3.81E-07 | 8 | 18 | 0.047103 | 5.46E-07 | 2 | 5 | 0.017498 | 0.00E+00 | 3 | 7 | 0.034469 | 0.00E+00 | ||
13 | 28 | 0.056851 | 6.19E-07 | 17 | 36 | 0.063313 | 7.69E-09 | 131 | 263 | 1.1509 | 9.07E-07 | 3 | 7 | 0.018053 | 0.00E+00 | ||
8 | 18 | 0.069306 | 7.62E-07 | 4 | 10 | 0.0462 | 1.68E-08 | 1 | 3 | 0.008758 | 2.22E-16 | 1 | 3 | 0.022907 | 2.22E-16 | ||
11 | 24 | 0.065081 | 7.18E-07 | 6 | 14 | 0.047362 | 2.50E-08 | 1 | 3 | 0.01231 | 0.00E+00 | 1 | 3 | 0.011147 | 0.00E+00 | ||
13 | 28 | 0.10643 | 5.92E-07 | 18 | 38 | 0.1167 | 1.92E-08 | 128 | 257 | 0.69827 | 9.21E-07 | 3 | 7 | 0.016064 | 0.00E+00 | ||
10,000 | 1 | 3 | 0.012447 | 0.00E+00 | 1 | 3 | 0.023016 | 0.00E+00 | 1 | 3 | 0.020907 | 0.00E+00 | 1 | 3 | 0.01537 | 0.00E+00 | |
1 | 3 | 0.038624 | 0.00E+00 | 1 | 3 | 0.011714 | 0.00E+00 | 1 | 3 | 0.012229 | 0.00E+00 | 1 | 3 | 0.009078 | 0.00E+00 | ||
12 | 26 | 0.093608 | 3.82E-07 | 8 | 18 | 0.10187 | 6.35E-07 | 2 | 5 | 0.014325 | 0.00E+00 | 3 | 7 | 0.024873 | 0.00E+00 | ||
13 | 28 | 0.087556 | 8.73E-07 | 15 | 32 | 0.24121 | 1.94E-08 | 133 | 267 | 0.79299 | 9.51E-07 | 3 | 7 | 0.037647 | 0.00E+00 | ||
8 | 18 | 0.12638 | 7.62E-07 | 4 | 10 | 0.047969 | 1.68E-08 | 1 | 3 | 0.023527 | 2.22E-16 | 1 | 3 | 0.012792 | 2.22E-16 | ||
12 | 26 | 0.094418 | 2.03E-07 | 6 | 14 | 0.081283 | 3.53E-08 | 1 | 3 | 0.016391 | 0.00E+00 | 1 | 3 | 0.02294 | 0.00E+00 | ||
13 | 28 | 0.16202 | 8.56E-07 | 14 | 30 | 0.18264 | 3.28E-09 | 133 | 267 | 1.109 | 9.91E-07 | 3 | 7 | 0.042715 | 0.00E+00 | ||
50,000 | 1 | 3 | 0.046935 | 0.00E+00 | 1 | 3 | 0.067238 | 0.00E+00 | 1 | 3 | 0.10584 | 0.00E+00 | 1 | 3 | 0.09484 | 0.00E+00 | |
1 | 3 | 0.065212 | 0.00E+00 | 1 | 3 | 0.039154 | 0.00E+00 | 1 | 3 | 0.036445 | 0.00E+00 | 1 | 3 | 0.078765 | 0.00E+00 | ||
12 | 26 | 0.58108 | 3.82E-07 | 9 | 20 | 0.4897 | 7.54E-08 | 2 | 5 | 0.15212 | 0.00E+00 | 3 | 7 | 0.16398 | 0.00E+00 | ||
14 | 30 | 0.5935 | 3.90E-07 | 16 | 33 | 0.70846 | 0.00E+00 | 139 | 279 | 3.9727 | 8.68E-07 | 3 | 7 | 0.11689 | 0.00E+00 | ||
8 | 18 | 0.39519 | 7.62E-07 | 4 | 10 | 0.11071 | 1.68E-08 | 1 | 3 | 0.082504 | 2.22E-16 | 1 | 3 | 0.056377 | 2.22E-16 | ||
12 | 26 | 0.43972 | 4.54E-07 | 6 | 14 | 0.14471 | 7.89E-08 | 1 | 3 | 0.057092 | 0.00E+00 | 1 | 3 | 0.085838 | 0.00E+00 | ||
14 | 30 | 0.74741 | 3.89E-07 | 18 | 38 | 0.53167 | 2.12E-09 | 140 | 281 | 3.4036 | 9.74E-07 | 4 | 9 | 0.20161 | 0.00E+00 | ||
100,000 | 1 | 3 | 0.1336 | 0.00E+00 | 1 | 3 | 0.15289 | 0.00E+00 | 1 | 3 | 0.081728 | 0.00E+00 | 1 | 3 | 0.21135 | 0.00E+00 | |
1 | 3 | 0.094223 | 0.00E+00 | 1 | 3 | 0.1204 | 0.00E+00 | 1 | 3 | 0.1126 | 0.00E+00 | 1 | 3 | 0.16619 | 0.00E+00 | ||
12 | 26 | 0.77922 | 3.82E-07 | 12 | 26 | 0.7045 | 1.58E-08 | 2 | 5 | 0.15634 | 0.00E+00 | 3 | 7 | 0.24211 | 0.00E+00 | ||
14 | 30 | 0.84163 | 5.52E-07 | 1000 | 2000 | 145.4787 | NaN | 141 | 283 | 8.0814 | 9.11E-07 | 3 | 7 | 0.22674 | 0.00E+00 | ||
8 | 18 | 0.69774 | 7.62E-07 | 4 | 10 | 0.36086 | 1.68E-08 | 1 | 3 | 0.20281 | 2.22E-16 | 1 | 3 | 0.11986 | 2.22E-16 | ||
12 | 26 | 1.3034 | 6.42E-07 | 6 | 14 | 0.63727 | 1.12E-07 | 1 | 3 | 0.11005 | 0.00E+00 | 1 | 3 | 0.14494 | 0.00E+00 | ||
14 | 30 | 0.70666 | 5.48E-07 | 22 | 46 | 1.6593 | 4.86E-08 | 143 | 287 | 8.4654 | 9.33E-07 | 3 | 7 | 0.38032 | 0.00E+00 |
Algorithm 2.1b | MHSP | DFAP1 | DFAP2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dimension | x0 | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM |
5000 | 258 | 517 | 2.1415 | 9.86E-07 | 100 | 201 | 1.2825 | 9.30E-07 | 67 | 135 | 0.50093 | 9.05E-07 | 35 | 71 | 0.20563 | 9.56E-07 | |
273 | 547 | 2.1893 | 9.99E-07 | 108 | 217 | 0.83182 | 9.74E-07 | 66 | 133 | 0.82226 | 8.67E-07 | 33 | 67 | 0.45219 | 9.71E-07 | ||
85 | 171 | 0.51765 | 8.76E-07 | 79 | 159 | 1.0286 | 9.98E-07 | 49 | 99 | 0.43469 | 9.04E-07 | 33 | 67 | 0.36061 | 8.69E-07 | ||
200 | 401 | 1.8721 | 9.92E-07 | 172 | 345 | 1.1797 | 9.84E-07 | 33 | 67 | 0.39644 | 9.40E-07 | 19 | 39 | 0.21633 | 8.00E-07 | ||
93 | 187 | 0.65113 | 9.82E-07 | 75 | 151 | 0.43872 | 9.00E-07 | 57 | 115 | 0.43262 | 8.05E-07 | 43 | 87 | 0.43944 | 6.82E-07 | ||
257 | 515 | 2.8343 | 9.86E-07 | 102 | 205 | 1.278 | 9.81E-07 | 65 | 131 | 0.97133 | 9.44E-07 | 33 | 67 | 0.47048 | 9.71E-07 | ||
263 | 527 | 1.4476 | 9.98E-07 | 155 | 311 | 1.0643 | 9.92E-07 | 41 | 83 | 0.2255 | 8.47E-07 | 41 | 83 | 0.28319 | 8.63E-07 | ||
10,000 | 253 | 507 | 2.4583 | 9.23E-07 | 100 | 201 | 0.96384 | 6.95E-07 | 69 | 139 | 0.7629 | 5.19E-07 | 35 | 71 | 0.66753 | 8.59E-07 | |
247 | 495 | 3.5486 | 7.31E-07 | 98 | 197 | 0.95199 | 9.30E-07 | 65 | 131 | 1.4066 | 9.93E-07 | 33 | 67 | 0.51191 | 8.78E-07 | ||
85 | 171 | 1.8177 | 9.41E-07 | 79 | 159 | 1.4193 | 8.62E-07 | 51 | 103 | 1.115 | 8.96E-07 | 27 | 55 | 0.54587 | 8.18E-07 | ||
138 | 277 | 2.1866 | 7.39E-07 | 158 | 317 | 2.5619 | 9.03E-07 | 30 | 61 | 0.81474 | 7.55E-07 | 17 | 35 | 0.46101 | 6.70E-07 | ||
94 | 189 | 2.0818 | 8.84E-07 | 75 | 151 | 1.4116 | 9.42E-07 | 56 | 113 | 1.5979 | 7.48E-07 | 43 | 87 | 0.92328 | 7.34E-07 | ||
247 | 495 | 3.9121 | 7.02E-07 | 99 | 199 | 1.9579 | 7.34E-07 | 65 | 131 | 1.4965 | 7.95E-07 | 33 | 67 | 0.79373 | 8.78E-07 | ||
233 | 467 | 3.4051 | 6.80E-07 | 132 | 265 | 2.8016 | 8.12E-07 | 60 | 121 | 1.4325 | 7.64E-07 | 36 | 73 | 0.72885 | 8.56E-07 | ||
50,000 | 251 | 504 | 12.3602 | 7.86E-07 | 101 | 203 | 5.0709 | 8.61E-07 | 66 | 133 | 4.5452 | 8.66E-07 | 35 | 71 | 2.5754 | 8.44E-07 | |
239 | 480 | 11.894 | 9.62E-07 | 100 | 201 | 5.8554 | 7.08E-07 | 64 | 129 | 3.3901 | 6.12E-07 | 33 | 67 | 1.5727 | 8.65E-07 | ||
85 | 171 | 3.6672 | 9.57E-07 | 76 | 153 | 3.426 | 9.93E-07 | 46 | 93 | 3.7415 | 8.16E-07 | 32 | 65 | 1.3452 | 8.91E-07 | ||
52 | 105 | 2.3227 | 8.23E-07 | 156 | 313 | 7.3238 | 8.08E-07 | 25 | 51 | 2.5151 | 7.51E-07 | 12 | 25 | 1.225 | 8.59E-07 | ||
94 | 189 | 5.5155 | 9.01E-07 | 75 | 151 | 3.428 | 9.54E-07 | 56 | 113 | 3.6026 | 7.26E-07 | 43 | 87 | 3.1628 | 7.46E-07 | ||
240 | 482 | 10.4648 | 9.94E-07 | 100 | 201 | 6.3418 | 9.12E-07 | 65 | 131 | 3.4078 | 8.15E-07 | 33 | 67 | 1.7099 | 8.65E-07 | ||
244 | 489 | 12.4358 | 8.77E-07 | 124 | 249 | 7.1611 | 6.54E-07 | 50 | 101 | 2.3182 | 9.74E-07 | 41 | 83 | 2.4979 | 7.02E-07 | ||
100,000 | 237 | 476 | 23.8027 | 9.92E-07 | 102 | 205 | 11.2154 | 8.27E-07 | 66 | 133 | 9.1363 | 9.70E-07 | 35 | 71 | 4.8884 | 8.44E-07 | |
229 | 460 | 22.8065 | 8.70E-07 | 101 | 203 | 10.8456 | 6.80E-07 | 65 | 131 | 8.0762 | 7.84E-07 | 33 | 67 | 3.0973 | 8.65E-07 | ||
85 | 171 | 9.0708 | 9.58E-07 | 80 | 161 | 9.0271 | 9.07E-07 | 46 | 93 | 6.1977 | 9.51E-07 | 32 | 65 | 4.1031 | 8.86E-07 | ||
52 | 105 | 6.6891 | 8.85E-07 | 162 | 325 | 13.9044 | 8.30E-07 | 21 | 43 | 3.7299 | 7.15E-07 | 11 | 23 | 1.0663 | 7.49E-07 | ||
94 | 189 | 10.4225 | 9.01E-07 | 75 | 151 | 8.7783 | 9.54E-07 | 56 | 113 | 7.2565 | 7.26E-07 | 43 | 87 | 3.5007 | 7.46E-07 | ||
228 | 458 | 23.0091 | 8.87E-07 | 100 | 201 | 9.5313 | 7.65E-07 | 65 | 131 | 8.8313 | 8.21E-07 | 33 | 67 | 3.8494 | 8.65E-07 | ||
237 | 475 | 22.0842 | 7.97E-07 | 125 | 251 | 12.531 | 6.62E-07 | 71 | 143 | 8.306 | 9.66E-07 | 43 | 87 | 5.0248 | 7.55E-07 |
Algorithm 2.1b | MHSP | DFAP1 | DFAP2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIMENSION | x0 | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM |
5000 | 24 | 50 | 0.23553 | 4.92E-07 | 34 | 70 | 0.18473 | 3.02E-07 | 25 | 52 | 0.13569 | 4.51E-07 | 20 | 42 | 0.11044 | 4.18E-07 | |
25 | 52 | 0.0891 | 1.94E-07 | 39 | 80 | 0.25274 | 4.43E-07 | 24 | 50 | 0.10145 | 9.91E-07 | 14 | 30 | 0.13913 | 6.30E-07 | ||
25 | 52 | 0.20062 | 7.93E-07 | 39 | 80 | 0.28804 | 3.21E-07 | 26 | 54 | 0.096348 | 4.29E-07 | 17 | 36 | 0.099097 | 6.61E-07 | ||
24 | 50 | 0.20379 | 4.47E-07 | 40 | 82 | 0.17016 | 3.60E-07 | 25 | 52 | 0.070165 | 6.31E-07 | 16 | 34 | 0.12113 | 6.13E-07 | ||
26 | 54 | 0.20451 | 3.51E-07 | 38 | 78 | 0.46804 | 3.83E-07 | 29 | 60 | 0.28106 | 2.23E-07 | 16 | 34 | 0.13864 | 3.35E-07 | ||
24 | 50 | 0.13091 | 9.75E-07 | 38 | 78 | 0.22335 | 6.29E-07 | 25 | 52 | 0.19771 | 8.51E-07 | 15 | 32 | 0.14371 | 5.80E-07 | ||
25 | 52 | 0.13654 | 1.59E-07 | 36 | 74 | 0.29349 | 3.48E-07 | 24 | 49 | 0.10955 | 8.57E-07 | 20 | 42 | 0.14104 | 3.79E-07 | ||
10,000 | 25 | 52 | 0.30433 | 2.90E-07 | 35 | 72 | 0.57578 | 7.03E-07 | 26 | 54 | 0.22293 | 7.24E-07 | 15 | 31 | 0.20325 | 5.27E-07 | |
25 | 52 | 0.284 | 7.14E-07 | 35 | 72 | 0.4544 | 8.49E-07 | 25 | 52 | 0.15537 | 6.41E-07 | 17 | 36 | 0.2074 | 4.94E-07 | ||
24 | 50 | 0.19174 | 7.08E-07 | 36 | 74 | 0.53601 | 8.77E-07 | 17 | 36 | 0.095393 | 7.83E-07 | 14 | 30 | 0.11947 | 7.99E-07 | ||
26 | 54 | 0.32735 | 3.90E-07 | 40 | 82 | 0.37785 | 5.27E-07 | 23 | 48 | 0.10059 | 2.09E-07 | 14 | 29 | 0.23604 | 6.21E-07 | ||
25 | 52 | 0.38222 | 9.32E-07 | 33 | 68 | 0.29752 | 4.59E-07 | 28 | 58 | 0.46259 | 7.99E-07 | 14 | 29 | 0.15502 | 9.97E-07 | ||
26 | 54 | 0.42566 | 2.99E-07 | 38 | 78 | 0.47069 | 4.68E-07 | 20 | 42 | 0.1489 | 9.47E-07 | 19 | 40 | 0.27596 | 9.69E-07 | ||
25 | 52 | 0.2422 | 3.47E-07 | 38 | 78 | 0.24069 | 1.70E-07 | 33 | 68 | 0.32953 | 4.54E-07 | 17 | 36 | 0.17654 | 9.98E-07 | ||
50,000 | 27 | 56 | 0.95739 | 4.31E-07 | 44 | 90 | 2.0587 | 7.26E-07 | 23 | 48 | 0.89156 | 4.96E-07 | 18 | 38 | 0.63034 | 7.06E-07 | |
26 | 54 | 0.70218 | 5.45E-07 | 40 | 82 | 1.7878 | 2.17E-07 | 28 | 58 | 0.77756 | 2.56E-07 | 23 | 47 | 1.1478 | 6.32E-07 | ||
27 | 56 | 0.64148 | 6.57E-07 | 71 | 144 | 1.6418 | 3.82E-07 | 28 | 58 | 1.4334 | 3.50E-07 | 20 | 42 | 0.91539 | 6.47E-07 | ||
27 | 56 | 1.4254 | 4.93E-07 | 43 | 88 | 1.0665 | 1.23E-07 | 21 | 44 | 1.1954 | 2.39E-07 | 17 | 36 | 0.58036 | 8.35E-07 | ||
27 | 56 | 1.3624 | 2.62E-07 | 71 | 144 | 2.9918 | 5.40E-08 | 21 | 44 | 0.75415 | 6.55E-07 | 16 | 34 | 0.5366 | 3.57E-07 | ||
27 | 56 | 0.94009 | 7.33E-07 | 38 | 78 | 1.6671 | 9.68E-07 | 23 | 48 | 0.69802 | 9.74E-07 | 16 | 34 | 0.51258 | 7.05E-07 | ||
25 | 52 | 1.3223 | 8.06E-07 | 39 | 80 | 2.1071 | 6.68E-07 | 25 | 52 | 1.0267 | 4.91E-07 | 19 | 40 | 0.92896 | 2.68E-07 | ||
100,000 | 27 | 56 | 2.3984 | 9.01E-07 | 47 | 96 | 3.9928 | 7.72E-07 | 26 | 54 | 1.3504 | 7.89E-07 | 17 | 35 | 1.6678 | 5.87E-07 | |
28 | 58 | 2.4352 | 5.19E-07 | 76 | 154 | 5.0567 | 2.06E-07 | 24 | 50 | 1.8427 | 2.59E-07 | 17 | 36 | 1.1614 | 4.04E-07 | ||
27 | 56 | 2.2822 | 4.36E-07 | 93 | 188 | 5.8096 | 6.74E-07 | 28 | 58 | 2.5609 | 3.37E-07 | 20 | 41 | 1.0643 | 5.30E-07 | ||
27 | 56 | 2.5654 | 3.74E-07 | 80 | 162 | 3.6568 | 9.62E-07 | 24 | 50 | 2.1334 | 3.93E-07 | 16 | 34 | 1.7242 | 8.36E-07 | ||
27 | 56 | 2.8904 | 9.27E-07 | 90 | 182 | 5.3681 | 2.24E-07 | 26 | 54 | 2.2362 | 2.02E-07 | 17 | 36 | 1.6574 | 6.15E-07 | ||
28 | 58 | 2.6732 | 1.38E-07 | 82 | 166 | 5.2949 | 9.39E-07 | 27 | 56 | 1.9129 | 5.77E-07 | 20 | 41 | 1.9361 | 7.49E-07 | ||
27 | 56 | 2.5301 | 3.26E-07 | 79 | 160 | 5.153 | 1.58E-07 | 20 | 42 | 1.5302 | 8.21E-07 | 22 | 46 | 1.6963 | 7.53E-07 |
Algorithm 2.1b | MHSP | DFAP1 | DFAP2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dimension | x0 | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM |
1000 | 17 | 36 | 0.068691 | 7.43E-07 | 31 | 64 | 0.075828 | 7.36E-07 | 862 | 1725 | 1.6982 | 9.99E-07 | 32 | 66 | 0.077646 | 4.84E-07 | |
17 | 36 | 0.044199 | 7.65E-07 | 28 | 58 | 0.050422 | 8.71E-07 | 877 | 1755 | 1.9618 | 9.97E-07 | 32 | 66 | 0.051791 | 8.07E-07 | ||
18 | 38 | 0.035713 | 6.96E-07 | 37 | 76 | 0.06306 | 5.96E-07 | 1000 | 2000 | 1.8068 | 2.03E-06 | 32 | 66 | 0.042845 | 6.59E-07 | ||
19 | 40 | 0.031731 | 7.75E-07 | 23 | 48 | 0.053245 | 6.84E-07 | 1000 | 2000 | 2.1174 | 1.50E-06 | 35 | 72 | 0.070273 | 8.16E-07 | ||
17 | 36 | 0.045212 | 8.29E-07 | 30 | 62 | 0.043741 | 7.76E-07 | 894 | 1789 | 2.1034 | 9.97E-07 | 28 | 58 | 0.057748 | 7.46E-07 | ||
91 | 184 | 0.28031 | 9.22E-07 | 26 | 54 | 0.058876 | 5.27E-07 | 1000 | 2000 | 2.6253 | 1.04E-02 | 49 | 100 | 0.087697 | 9.33E-07 | ||
35 | 72 | 0.053541 | 8.92E-07 | 38 | 78 | 0.054917 | 9.94E-07 | 1000 | 2000 | 2.3352 | 9.45E-06 | 38 | 78 | 0.072471 | 5.08E-07 | ||
65 | 132 | 0.077565 | 8.49E-07 | 34 | 70 | 0.036823 | 4.68E-07 | 1000 | 2000 | 2.3879 | 1.12E-06 | 84 | 170 | 0.11221 | 9.28E-07 | ||
5000 | 17 | 36 | 0.1269 | 8.20E-07 | 30 | 62 | 0.071835 | 1.00E-06 | 750 | 1501 | 2.9622 | 9.96E-07 | 39 | 80 | 0.12827 | 9.28E-07 | |
17 | 36 | 0.072157 | 6.02E-07 | 36 | 74 | 0.21312 | 5.80E-07 | 748 | 1497 | 3.6137 | 9.97E-07 | 29 | 60 | 0.22499 | 9.99E-07 | ||
18 | 38 | 0.12543 | 4.94E-07 | 29 | 60 | 0.12578 | 9.76E-07 | 1000 | 2000 | 3.2029 | 2.21E-06 | 38 | 78 | 0.25607 | 9.57E-07 | ||
18 | 38 | 0.13771 | 6.57E-07 | 29 | 60 | 0.1399 | 6.35E-07 | 1000 | 2000 | 5.237 | 1.15E-06 | 30 | 62 | 0.11535 | 6.70E-07 | ||
17 | 36 | 0.12013 | 5.68E-07 | 34 | 70 | 0.18052 | 8.87E-07 | 766 | 1533 | 3.9603 | 9.99E-07 | 37 | 75 | 0.15279 | 8.47E-07 | ||
97 | 196 | 0.54992 | 9.41E-07 | 28 | 58 | 0.1632 | 6.14E-07 | 1000 | 2000 | 5.0308 | 9.68E-03 | 50 | 102 | 0.15133 | 9.13E-07 | ||
30 | 62 | 0.1321 | 8.41E-07 | 38 | 78 | 0.1991 | 7.24E-07 | 1000 | 2000 | 2.9517 | 1.03E-05 | 50 | 102 | 0.27276 | 9.31E-07 | ||
69 | 140 | 0.21788 | 9.49E-07 | 31 | 64 | 0.098667 | 5.22E-07 | 1000 | 2000 | 4.6784 | 3.02E-05 | 48 | 98 | 0.21921 | 9.30E-07 | ||
10,000 | 17 | 36 | 0.21425 | 8.91E-07 | 34 | 70 | 0.45362 | 9.18E-07 | 689 | 1379 | 3.8782 | 9.95E-07 | 31 | 64 | 0.25319 | 9.11E-07 | |
17 | 36 | 0.23345 | 5.90E-07 | 29 | 60 | 0.27139 | 7.10E-07 | 702 | 1405 | 5.178 | 9.96E-07 | 34 | 70 | 0.25777 | 5.97E-07 | ||
17 | 36 | 0.18332 | 9.96E-07 | 29 | 60 | 0.1802 | 4.82E-07 | 1000 | 2000 | 7.9777 | 1.65E-06 | 35 | 72 | 0.38096 | 8.83E-07 | ||
18 | 38 | 0.10674 | 5.53E-07 | 28 | 58 | 0.15819 | 3.88E-07 | 1000 | 2000 | 7.4203 | 9.95E-07 | 36 | 74 | 0.35294 | 7.40E-07 | ||
17 | 36 | 0.18176 | 5.26E-07 | 31 | 64 | 0.27851 | 9.33E-07 | 717 | 1435 | 4.9122 | 9.96E-07 | 41 | 84 | 0.32563 | 9.97E-07 | ||
101 | 204 | 0.53423 | 8.97E-07 | 25 | 52 | 0.1423 | 4.94E-07 | 1000 | 2000 | 7.4041 | 8.71E-03 | 122 | 246 | 0.97983 | 9.74E-07 | ||
28 | 58 | 0.28027 | 9.00E-07 | 30 | 62 | 0.1443 | 2.99E-07 | 1000 | 2000 | 6.9992 | 7.03E-06 | 40 | 82 | 0.40605 | 7.77E-07 | ||
74 | 150 | 0.69397 | 9.90E-07 | 38 | 78 | 0.14515 | 7.85E-07 | 1000 | 2000 | 7.4204 | 3.07E-06 | 51 | 104 | 0.38454 | 9.34E-07 | ||
50,000 | 18 | 38 | 0.54115 | 4.73E-07 | 30 | 62 | 0.47413 | 7.58E-07 | 599 | 1199 | 13.6056 | 9.96E-07 | 42 | 86 | 1.2276 | 9.46E-07 | |
17 | 36 | 0.76665 | 6.42E-07 | 36 | 74 | 0.86539 | 4.06E-07 | 599 | 1199 | 14.1491 | 9.99E-07 | 36 | 74 | 1.2207 | 9.01E-07 | ||
18 | 38 | 0.6784 | 4.79E-07 | 40 | 82 | 1.1779 | 5.24E-07 | 965 | 1931 | 22.4849 | 9.96E-07 | 34 | 70 | 0.76111 | 9.58E-07 | ||
17 | 36 | 0.71341 | 9.40E-07 | 26 | 54 | 1.1738 | 7.18E-07 | 930 | 1861 | 19.8461 | 1.00E-06 | 25 | 52 | 0.54025 | 9.57E-07 | ||
17 | 36 | 0.77557 | 5.07E-07 | 31 | 64 | 1.0469 | 3.82E-07 | 612 | 1225 | 13.3692 | 9.94E-07 | 80 | 162 | 1.2754 | 9.77E-07 | ||
105 | 212 | 2.1942 | 9.07E-07 | 43 | 88 | 1.4946 | 4.49E-07 | 1000 | 2000 | 22.6407 | 1.12E-02 | 61 | 124 | 0.8529 | 5.43E-07 | ||
25 | 52 | 0.89831 | 9.28E-07 | 36 | 74 | 1.3382 | 6.77E-07 | 1000 | 2000 | 20.7918 | 3.23E-06 | 37 | 76 | 0.52293 | 9.80E-07 | ||
80 | 162 | 2.6195 | 9.55E-07 | 36 | 74 | 1.248 | 7.34E-07 | 1000 | 2000 | 22.6781 | 7.26E-06 | 51 | 104 | 0.7567 | 8.68E-07 | ||
100,000 | 18 | 38 | 0.99539 | 5.30E-07 | 29 | 60 | 1.3545 | 7.33E-07 | 554 | 1109 | 28.765 | 9.98E-07 | 40 | 82 | 2.1423 | 6.48E-07 | |
17 | 36 | 0.73201 | 7.00E-07 | 40 | 82 | 2.3368 | 9.75E-07 | 550 | 1101 | 26.8809 | 9.95E-07 | 32 | 66 | 1.6289 | 6.81E-07 | ||
18 | 38 | 0.75564 | 5.03E-07 | 31 | 64 | 1.8121 | 7.09E-07 | 902 | 1805 | 45.259 | 9.99E-07 | 34 | 70 | 1.3529 | 7.52E-07 | ||
17 | 36 | 1.4393 | 9.59E-07 | 26 | 54 | 1.5281 | 4.49E-07 | 898 | 1797 | 45.4984 | 9.99E-07 | 42 | 86 | 1.4536 | 9.22E-07 | ||
17 | 36 | 0.96378 | 5.34E-07 | 29 | 60 | 1.6934 | 9.80E-07 | 559 | 1119 | 27.9332 | 9.99E-07 | 40 | 82 | 2.4372 | 8.74E-07 | ||
106 | 214 | 4.3597 | 9.82E-07 | 34 | 70 | 2.3698 | 6.79E-07 | 1000 | 2000 | 49.802 | 1.00E-02 | 53 | 108 | 3.0713 | 7.13E-07 | ||
25 | 52 | 1.0176 | 6.53E-07 | 34 | 70 | 2.2116 | 6.72E-07 | 1000 | 2000 | 49.4088 | 2.79E-06 | 61 | 124 | 3.6486 | 8.97E-07 | ||
87 | 176 | 4.7943 | 8.91E-07 | 37 | 76 | 1.6038 | 5.18E-07 | 1000 | 2000 | 48.0059 | 1.93E-05 | 52 | 106 | 3.1 | 7.79E-07 |
Algorithm 2.1b | MHSP | DFAP1 | DFAP2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dimension | x0 | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM |
5000 | 11 | 24 | 0.032985 | 5.13E-07 | 5 | 12 | 0.025913 | 4.32E-08 | 1 | 3 | 0.00475 | 0.00E+00 | 1 | 3 | 0.008807 | 0.00E+00 | |
10 | 22 | 0.024207 | 5.68E-07 | 4 | 10 | 0.036138 | 2.23E-07 | 1 | 3 | 0.015761 | 0.00E+00 | 1 | 3 | 0.006042 | 0.00E+00 | ||
9 | 20 | 0.050057 | 8.46E-07 | 6 | 14 | 0.021645 | 2.29E-07 | 6 | 13 | 0.023215 | 0.00E+00 | 2 | 5 | 0.013954 | 0.00E+00 | ||
12 | 26 | 0.038538 | 2.67E-07 | 6 | 14 | 0.035063 | 2.74E-07 | 17 | 35 | 0.057828 | 4.96E-07 | 4 | 9 | 0.023273 | 0.00E+00 | ||
12 | 25 | 0.052322 | 2.88E-07 | 11 | 23 | 0.078354 | 5.99E-08 | 2 | 5 | 0.01518 | 0.00E+00 | 6 | 13 | 0.018798 | 1.01E-12 | ||
11 | 24 | 0.060612 | 2.37E-07 | 5 | 12 | 0.012572 | 1.85E-08 | 1 | 3 | 0.006686 | 0.00E+00 | 1 | 3 | 0.012282 | 0.00E+00 | ||
12 | 26 | 0.029806 | 2.65E-07 | 6 | 14 | 0.03891 | 4.79E-07 | 19 | 40 | 0.1164 | 2.47E-07 | 4 | 9 | 0.018177 | 0.00E+00 | ||
10,000 | 11 | 24 | 0.042308 | 7.07E-07 | 5 | 12 | 0.054736 | 6.05E-08 | 1 | 3 | 0.006823 | 0.00E+00 | 1 | 3 | 0.01288 | 0.00E+00 | |
10 | 22 | 0.06149 | 7.96E-07 | 4 | 10 | 0.043085 | 3.01E-07 | 1 | 3 | 0.006542 | 0.00E+00 | 1 | 3 | 0.008923 | 0.00E+00 | ||
9 | 20 | 0.078532 | 8.46E-07 | 6 | 14 | 0.037246 | 2.29E-07 | 6 | 13 | 0.044734 | 0.00E+00 | 2 | 5 | 0.022776 | 0.00E+00 | ||
12 | 26 | 0.11466 | 3.77E-07 | 6 | 14 | 0.025843 | 3.88E-07 | 21 | 43 | 0.10073 | 7.79E-07 | 4 | 9 | 0.023693 | 0.00E+00 | ||
12 | 25 | 0.10853 | 2.88E-07 | 11 | 23 | 0.042391 | 5.99E-08 | 2 | 5 | 0.012979 | 0.00E+00 | 6 | 13 | 0.032398 | 1.01E-12 | ||
11 | 24 | 0.088157 | 3.34E-07 | 5 | 12 | 0.016573 | 2.61E-08 | 1 | 3 | 0.01389 | 0.00E+00 | 1 | 3 | 0.019244 | 0.00E+00 | ||
12 | 26 | 0.060214 | 3.77E-07 | 6 | 14 | 0.019128 | 3.08E-07 | 12 | 26 | 0.066176 | 5.50E-07 | 4 | 9 | 0.039474 | 0.00E+00 | ||
50,000 | 12 | 26 | 0.31893 | 3.10E-07 | 5 | 12 | 0.070255 | 1.34E-07 | 1 | 3 | 0.022681 | 0.00E+00 | 1 | 3 | 0.031644 | 0.00E+00 | |
11 | 24 | 0.27318 | 3.53E-07 | 4 | 10 | 0.066945 | 6.48E-07 | 1 | 3 | 0.018127 | 0.00E+00 | 1 | 3 | 0.055765 | 0.00E+00 | ||
9 | 20 | 0.23739 | 8.46E-07 | 6 | 14 | 0.19919 | 2.29E-07 | 6 | 13 | 0.076711 | 0.00E+00 | 2 | 5 | 0.073644 | 0.00E+00 | ||
12 | 26 | 0.3298 | 8.42E-07 | 6 | 14 | 0.16346 | 8.67E-07 | 25 | 51 | 0.28353 | 5.15E-07 | 4 | 9 | 0.15955 | 0.00E+00 | ||
12 | 25 | 0.34985 | 2.88E-07 | 11 | 23 | 0.33576 | 5.99E-08 | 2 | 5 | 0.066508 | 0.00E+00 | 6 | 13 | 0.15499 | 1.01E-12 | ||
11 | 24 | 0.24754 | 7.48E-07 | 5 | 12 | 0.095493 | 5.83E-08 | 1 | 3 | 0.024794 | 0.00E+00 | 1 | 3 | 0.063888 | 0.00E+00 | ||
12 | 26 | 0.23102 | 8.46E-07 | 6 | 14 | 0.25928 | 7.54E-07 | 21 | 44 | 0.66008 | 9.69E-07 | 4 | 9 | 0.079703 | 0.00E+00 | ||
100,000 | 12 | 26 | 0.78521 | 4.37E-07 | 5 | 12 | 0.40736 | 1.90E-07 | 1 | 3 | 0.082085 | 0.00E+00 | 1 | 3 | 0.045945 | 0.00E+00 | |
11 | 24 | 0.48157 | 4.99E-07 | 4 | 10 | 0.18127 | 9.12E-07 | 1 | 3 | 0.064894 | 0.00E+00 | 1 | 3 | 0.040479 | 0.00E+00 | ||
9 | 20 | 0.30775 | 8.46E-07 | 6 | 14 | 0.2456 | 2.29E-07 | 6 | 13 | 0.32007 | 0.00E+00 | 2 | 5 | 0.11654 | 0.00E+00 | ||
13 | 28 | 0.40666 | 2.38E-07 | 7 | 16 | 0.36202 | 6.11E-09 | 22 | 45 | 1.163 | 8.55E-07 | 4 | 9 | 0.12853 | 0.00E+00 | ||
12 | 25 | 0.33126 | 2.88E-07 | 11 | 23 | 0.47871 | 5.99E-08 | 2 | 5 | 0.087643 | 0.00E+00 | 6 | 13 | 0.21758 | 1.01E-12 | ||
12 | 26 | 0.30368 | 2.11E-07 | 5 | 12 | 0.16957 | 8.24E-08 | 1 | 3 | 0.041519 | 0.00E+00 | 1 | 3 | 0.037823 | 0.00E+00 | ||
13 | 28 | 0.33086 | 2.38E-07 | 7 | 16 | 0.28407 | 7.16E-09 | 18 | 37 | 0.41598 | 3.51E-07 | 4 | 9 | 0.23262 | 0.00E+00 |
Algorithm 2.1b | MHSP | DFAP1 | DFAP2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dimension | x0 | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM |
5000 | 4 | 10 | 0.018329 | 6.26E-09 | 6 | 14 | 0.014355 | 3.36E-08 | 1 | 3 | 0.004235 | 0.00E+00 | 1 | 3 | 0.008005 | 0.00E+00 | |
3 | 8 | 0.020542 | 1.42E-07 | 5 | 12 | 0.011848 | 2.72E-08 | 1 | 3 | 0.006546 | 0.00E+00 | 1 | 3 | 0.007326 | 0.00E+00 | ||
6 | 14 | 0.024633 | 8.36E-08 | 10 | 22 | 0.050635 | 2.70E-08 | 2 | 5 | 0.010729 | 0.00E+00 | 2 | 5 | 0.013225 | 0.00E+00 | ||
6 | 14 | 0.031821 | 2.14E-07 | 6 | 14 | 0.024104 | 4.55E-08 | 2 | 5 | 0.006148 | 0.00E+00 | 2 | 5 | 0.011258 | 0.00E+00 | ||
7 | 15 | 0.017524 | 4.01E-09 | 11 | 23 | 0.025091 | 2.91E-08 | 2 | 5 | 0.007161 | 2.22E-16 | 2 | 5 | 0.012327 | 2.22E-16 | ||
4 | 10 | 0.02033 | 1.65E-09 | 9 | 20 | 0.023269 | 2.33E-08 | 2 | 5 | 0.005407 | 0.00E+00 | 2 | 5 | 0.006794 | 0.00E+00 | ||
6 | 14 | 0.042665 | 2.13E-07 | 6 | 14 | 0.058481 | 4.53E-08 | 2 | 5 | 0.023084 | 0.00E+00 | 2 | 5 | 0.019269 | 0.00E+00 | ||
10,000 | 4 | 10 | 0.047043 | 3.62E-09 | 6 | 14 | 0.20672 | 4.75E-08 | 1 | 3 | 0.026036 | 0.00E+00 | 1 | 3 | 0.012032 | 0.00E+00 | |
3 | 8 | 0.033992 | 9.73E-08 | 5 | 12 | 0.070646 | 3.85E-08 | 1 | 3 | 0.0165 | 0.00E+00 | 1 | 3 | 0.012194 | 0.00E+00 | ||
6 | 14 | 0.05104 | 1.81E-07 | 10 | 22 | 0.12792 | 3.70E-07 | 2 | 5 | 0.048611 | 0.00E+00 | 2 | 5 | 0.017823 | 0.00E+00 | ||
6 | 14 | 0.04927 | 2.96E-07 | 6 | 14 | 0.07803 | 6.43E-08 | 2 | 5 | 0.039948 | 0.00E+00 | 2 | 5 | 0.013745 | 0.00E+00 | ||
7 | 15 | 0.042205 | 6.85E-08 | 10 | 21 | 0.15173 | 2.99E-08 | 2 | 5 | 0.011409 | 2.22E-16 | 2 | 5 | 0.010604 | 2.22E-16 | ||
4 | 10 | 0.022644 | 8.76E-10 | 9 | 20 | 0.11432 | 3.28E-08 | 2 | 5 | 0.021645 | 0.00E+00 | 2 | 5 | 0.026927 | 0.00E+00 | ||
6 | 14 | 0.03045 | 2.82E-07 | 6 | 14 | 0.087585 | 6.43E-08 | 2 | 5 | 0.028601 | 0.00E+00 | 2 | 5 | 0.02702 | 0.00E+00 | ||
50,000 | 12 | 26 | 0.22524 | 6.69E-07 | 6 | 14 | 0.43218 | 1.06E-07 | 1 | 3 | 0.026552 | 0.00E+00 | 1 | 3 | 0.051299 | 0.00E+00 | |
17 | 36 | 0.30629 | 9.37E-07 | 5 | 12 | 0.2349 | 8.61E-08 | 1 | 3 | 0.031833 | 0.00E+00 | 1 | 3 | 0.030024 | 0.00E+00 | ||
23 | 48 | 0.86117 | 6.28E-07 | 8 | 18 | 0.39886 | 1.08E-07 | 2 | 5 | 0.059583 | 0.00E+00 | 2 | 5 | 0.060516 | 0.00E+00 | ||
23 | 48 | 0.82072 | 8.28E-07 | 6 | 14 | 0.30018 | 1.44E-07 | 2 | 5 | 0.083815 | 0.00E+00 | 2 | 5 | 0.088656 | 0.00E+00 | ||
15 | 32 | 0.5765 | 8.86E-07 | 9 | 19 | 0.29073 | 2.46E-07 | 2 | 5 | 0.1117 | 2.22E-16 | 2 | 5 | 0.061876 | 2.22E-16 | ||
9 | 20 | 0.26173 | 6.70E-07 | 9 | 20 | 0.34041 | 7.29E-08 | 2 | 5 | 0.078098 | 0.00E+00 | 2 | 5 | 0.087485 | 0.00E+00 | ||
23 | 48 | 0.48771 | 8.26E-07 | 6 | 14 | 0.32218 | 1.44E-07 | 2 | 5 | 0.039331 | 0.00E+00 | 2 | 5 | 0.11101 | 0.00E+00 | ||
100,000 | 12 | 26 | 0.47209 | 9.21E-07 | 6 | 14 | 0.61804 | 1.50E-07 | 1 | 3 | 0.090865 | 0.00E+00 | 1 | 3 | 0.075794 | 0.00E+00 | |
18 | 38 | 0.60246 | 7.91E-07 | 5 | 12 | 0.37506 | 1.22E-07 | 1 | 3 | 0.086283 | 0.00E+00 | 1 | 3 | 0.0593 | 0.00E+00 | ||
23 | 48 | 0.71204 | 7.53E-07 | 8 | 18 | 0.50419 | 1.08E-07 | 2 | 5 | 0.21882 | 0.00E+00 | 2 | 5 | 0.11375 | 0.00E+00 | ||
24 | 50 | 0.71328 | 7.45E-07 | 6 | 14 | 0.56758 | 2.03E-07 | 2 | 5 | 0.23029 | 0.00E+00 | 2 | 5 | 0.10626 | 0.00E+00 | ||
15 | 32 | 1.0405 | 9.20E-07 | 9 | 19 | 0.43285 | 2.62E-07 | 2 | 5 | 0.12499 | 2.22E-16 | 2 | 5 | 0.14361 | 2.22E-16 | ||
9 | 20 | 0.66501 | 9.05E-07 | 9 | 20 | 0.86707 | 1.03E-07 | 2 | 5 | 0.12164 | 0.00E+00 | 2 | 5 | 0.20417 | 0.00E+00 | ||
24 | 50 | 1.4129 | 7.41E-07 | 6 | 14 | 0.70328 | 2.03E-07 | 2 | 5 | 0.078027 | 0.00E+00 | 2 | 5 | 0.20552 | 0.00E+00 |
Algorithm 2.1b | MHSP | DFAP1 | DFAP2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dimension | x0 | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM | ITER | FVAL | TIME | NORM |
5000 | 33 | 68 | 0.13924 | 8.13E-07 | 5 | 12 | 0.014114 | 9.29E-07 | 1 | 3 | 0.018189 | 0.00E+00 | 1 | 3 | 0.003967 | 0.00E+00 | |
33 | 68 | 0.076497 | 6.64E-07 | 5 | 12 | 0.024362 | 1.42E-07 | 1 | 3 | 0.004721 | 0.00E+00 | 1 | 3 | 0.008601 | 0.00E+00 | ||
26 | 54 | 0.052334 | 6.75E-07 | 7 | 16 | 0.027829 | 5.03E-07 | 6 | 13 | 0.01289 | 0.00E+00 | 5 | 11 | 0.026356 | 0.00E+00 | ||
33 | 68 | 0.13849 | 6.03E-07 | 18 | 38 | 0.094373 | 5.42E-07 | 4 | 9 | 0.017905 | 0.00E+00 | 4 | 9 | 0.022803 | 0.00E+00 | ||
24 | 50 | 0.061745 | 7.76E-07 | 5 | 11 | 0.015022 | 2.51E-07 | 1 | 3 | 0.010797 | 2.22E-16 | 1 | 3 | 0.014312 | 2.22E-16 | ||
32 | 66 | 0.055741 | 9.11E-07 | 5 | 12 | 0.046881 | 3.04E-07 | 1 | 3 | 0.008507 | 0.00E+00 | 1 | 3 | 0.011371 | 0.00E+00 | ||
33 | 68 | 0.11548 | 6.05E-07 | 14 | 30 | 0.043833 | 8.98E-07 | 4 | 9 | 0.017407 | 0.00E+00 | 4 | 9 | 0.016641 | 0.00E+00 | ||
10,000 | 34 | 70 | 0.21118 | 6.90E-07 | 6 | 14 | 0.029198 | 1.30E-08 | 1 | 3 | 0.012915 | 0.00E+00 | 1 | 3 | 0.011272 | 0.00E+00 | |
33 | 68 | 0.14526 | 9.39E-07 | 5 | 12 | 0.026215 | 2.01E-07 | 1 | 3 | 0.007083 | 0.00E+00 | 1 | 3 | 0.010222 | 0.00E+00 | ||
26 | 54 | 0.12523 | 6.76E-07 | 7 | 16 | 0.059497 | 5.16E-07 | 6 | 13 | 0.041298 | 0.00E+00 | 5 | 11 | 0.044607 | 0.00E+00 | ||
33 | 68 | 0.16049 | 8.53E-07 | 10 | 22 | 0.11045 | 5.87E-08 | 4 | 9 | 0.028705 | 0.00E+00 | 4 | 9 | 0.030026 | 0.00E+00 | ||
24 | 50 | 0.15186 | 7.76E-07 | 5 | 11 | 0.02664 | 2.51E-07 | 1 | 3 | 0.013221 | 2.22E-16 | 1 | 3 | 0.011695 | 2.22E-16 | ||
33 | 68 | 0.20197 | 7.73E-07 | 5 | 12 | 0.020704 | 4.30E-07 | 1 | 3 | 0.005691 | 0.00E+00 | 1 | 3 | 0.009868 | 0.00E+00 | ||
33 | 68 | 0.14239 | 8.55E-07 | 13 | 28 | 0.033508 | 8.52E-07 | 4 | 9 | 0.027324 | 0.00E+00 | 4 | 9 | 0.025958 | 0.00E+00 | ||
50,000 | 35 | 72 | 0.80962 | 9.25E-07 | 6 | 14 | 0.15335 | 2.91E-08 | 1 | 3 | 0.050327 | 0.00E+00 | 1 | 3 | 0.048888 | 0.00E+00 | |
35 | 72 | 0.60808 | 7.56E-07 | 5 | 12 | 0.093206 | 4.49E-07 | 1 | 3 | 0.029446 | 0.00E+00 | 1 | 3 | 0.028241 | 0.00E+00 | ||
26 | 54 | 0.49954 | 6.76E-07 | 7 | 16 | 0.085555 | 5.26E-07 | 6 | 13 | 0.16531 | 0.00E+00 | 5 | 11 | 0.12012 | 0.00E+00 | ||
35 | 72 | 0.61249 | 6.86E-07 | 15 | 32 | 0.44098 | 3.39E-07 | 4 | 9 | 0.065161 | 0.00E+00 | 4 | 9 | 0.065034 | 0.00E+00 | ||
24 | 50 | 0.56104 | 7.76E-07 | 5 | 11 | 0.065801 | 2.51E-07 | 1 | 3 | 0.027361 | 2.22E-16 | 1 | 3 | 0.0216 | 2.22E-16 | ||
35 | 72 | 0.8444 | 6.22E-07 | 5 | 12 | 0.059837 | 9.62E-07 | 1 | 3 | 0.023185 | 0.00E+00 | 1 | 3 | 0.016376 | 0.00E+00 | ||
35 | 72 | 0.69601 | 6.86E-07 | 25 | 52 | 0.42249 | 9.20E-08 | 4 | 9 | 0.048076 | 0.00E+00 | 4 | 9 | 0.1062 | 0.00E+00 | ||
100,000 | 36 | 74 | 1.4092 | 7.85E-07 | 6 | 14 | 0.21484 | 4.11E-08 | 1 | 3 | 0.067191 | 0.00E+00 | 1 | 3 | 0.048954 | 0.00E+00 | |
36 | 74 | 0.95328 | 6.42E-07 | 5 | 12 | 0.24899 | 6.35E-07 | 1 | 3 | 0.075526 | 0.00E+00 | 1 | 3 | 0.059242 | 0.00E+00 | ||
26 | 54 | 1.1339 | 6.76E-07 | 7 | 16 | 0.29196 | 5.28E-07 | 6 | 13 | 0.14947 | 0.00E+00 | 5 | 11 | 0.21081 | 0.00E+00 | ||
35 | 72 | 1.0982 | 9.71E-07 | 18 | 38 | 0.53813 | 9.83E-07 | 4 | 9 | 0.086398 | 0.00E+00 | 4 | 9 | 0.1823 | 0.00E+00 | ||
24 | 50 | 1.0754 | 7.76E-07 | 5 | 11 | 0.18151 | 2.51E-07 | 1 | 3 | 0.061184 | 2.22E-16 | 1 | 3 | 0.087236 | 2.22E-16 | ||
35 | 72 | 0.94228 | 8.80E-07 | 6 | 14 | 0.18435 | 1.35E-08 | 1 | 3 | 0.048094 | 0.00E+00 | 1 | 3 | 0.088209 | 0.00E+00 | ||
35 | 72 | 1.0376 | 9.72E-07 | 11 | 24 | 0.49904 | 1.20E-07 | 4 | 9 | 0.11994 | 0.00E+00 | 4 | 9 | 0.17879 | 0.00E+00 |
Biographies
Auwal Bala Abubakar is a Lecturer II in the Department of Mathematical Sciences, Faculty of Physical Sciences, Bayero University Kano, Nigeria. He holds a masters degree in mathematics (2015) and PhD in Applied Mathematics from King Mongkut's University of Technology Thonburi, Thailand. He is an author of over thirty research papers and his main research interest are methods for solving nonlinear monotone equations with application in signal recovery.
Hassan Mohammad received BSc, MSc, and PhD degrees from Bayero University, Kano, Nigeria. During his PhD program, he went to University of Campinas, Campinas, Sao Paulo, Brazil, and Comsat University Islamabad, Pakistan for a twelve-month research visit under the Nigerian Tertiary Education Trust Fund (TETFUND) and the World Academy of Sciences (TWAS) Sandwich Fellowship. He has authored and co-authored a number of research articles in high impact journals. His area of research includes iterative algorithms for solving nonlinear problems such as numerical unconstrained optimization problems, nonlinear least squares problems and system of nonlinear equations.
Muhammad Yusuf Waziri is an Associate Professor of Mathematics at Bayero University Kano. He holds a masters degree in mathematics and PhD in Applied Mathematics from University Putra Malaysia. He is an author of over 50 research papers and his main research interest is Methods for solving smooth and nonsmooth system of nonlinear equations.