arrow
Volume 42, Issue 3
Nonmonotone Local Minimax Methods for Finding Multiple Saddle Points

Wei Liu, Ziqing Xie & Wenfan Yi

J. Comp. Math., 42 (2024), pp. 851-884.

Published online: 2024-04

Export citation
  • Abstract

In this paper, by designing a normalized nonmonotone search strategy with the Barzilai-Borwein-type step-size, a novel local minimax method (LMM), which is a globally convergent iterative method, is proposed and analyzed to find multiple (unstable) saddle points of nonconvex functionals in Hilbert spaces. Compared to traditional LMMs with monotone search strategies, this approach, which does not require strict decrease of the objective functional value at each iterative step, is observed to converge faster with less computations. Firstly, based on a normalized iterative scheme coupled with a local peak selection that pulls the iterative point back onto the solution submanifold, by generalizing the Zhang-Hager (ZH) search strategy in the optimization theory to the LMM framework, a kind of normalized ZH-type nonmonotone step-size search strategy is introduced, and then a novel nonmonotone LMM is constructed. Its feasibility and global convergence results are rigorously carried out under the relaxation of the monotonicity for the functional at the iterative sequences. Secondly, in order to speed up the convergence of the nonmonotone LMM, a globally convergent Barzilai-Borwein-type LMM (GBBLMM) is presented by explicitly constructing the Barzilai-Borwein-type step-size as a trial step-size of the normalized ZH-type nonmonotone step-size search strategy in each iteration. Finally, the GBBLMM algorithm is implemented to find multiple unstable solutions of two classes of semilinear elliptic boundary value problems with variational structures: one is the semilinear elliptic equations with the homogeneous Dirichlet boundary condition and another is the linear elliptic equations with semilinear Neumann boundary conditions. Extensive numerical results indicate that our approach is very effective and speeds up the LMMs significantly.

  • AMS Subject Headings

65K10, 58E05, 49M37, 35J20

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{JCM-42-851, author = {Liu , WeiXie , Ziqing and Yi , Wenfan}, title = {Nonmonotone Local Minimax Methods for Finding Multiple Saddle Points}, journal = {Journal of Computational Mathematics}, year = {2024}, volume = {42}, number = {3}, pages = {851--884}, abstract = {

In this paper, by designing a normalized nonmonotone search strategy with the Barzilai-Borwein-type step-size, a novel local minimax method (LMM), which is a globally convergent iterative method, is proposed and analyzed to find multiple (unstable) saddle points of nonconvex functionals in Hilbert spaces. Compared to traditional LMMs with monotone search strategies, this approach, which does not require strict decrease of the objective functional value at each iterative step, is observed to converge faster with less computations. Firstly, based on a normalized iterative scheme coupled with a local peak selection that pulls the iterative point back onto the solution submanifold, by generalizing the Zhang-Hager (ZH) search strategy in the optimization theory to the LMM framework, a kind of normalized ZH-type nonmonotone step-size search strategy is introduced, and then a novel nonmonotone LMM is constructed. Its feasibility and global convergence results are rigorously carried out under the relaxation of the monotonicity for the functional at the iterative sequences. Secondly, in order to speed up the convergence of the nonmonotone LMM, a globally convergent Barzilai-Borwein-type LMM (GBBLMM) is presented by explicitly constructing the Barzilai-Borwein-type step-size as a trial step-size of the normalized ZH-type nonmonotone step-size search strategy in each iteration. Finally, the GBBLMM algorithm is implemented to find multiple unstable solutions of two classes of semilinear elliptic boundary value problems with variational structures: one is the semilinear elliptic equations with the homogeneous Dirichlet boundary condition and another is the linear elliptic equations with semilinear Neumann boundary conditions. Extensive numerical results indicate that our approach is very effective and speeds up the LMMs significantly.

}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.2301-m2022-0106}, url = {http://global-sci.org/intro/article_detail/jcm/23038.html} }
TY - JOUR T1 - Nonmonotone Local Minimax Methods for Finding Multiple Saddle Points AU - Liu , Wei AU - Xie , Ziqing AU - Yi , Wenfan JO - Journal of Computational Mathematics VL - 3 SP - 851 EP - 884 PY - 2024 DA - 2024/04 SN - 42 DO - http://doi.org/10.4208/jcm.2301-m2022-0106 UR - https://global-sci.org/intro/article_detail/jcm/23038.html KW - Multiple saddle points, Local minimax method, Barzilai-Borwein gradient method, Normalized nonmonotone search strategy, Global convergence. AB -

In this paper, by designing a normalized nonmonotone search strategy with the Barzilai-Borwein-type step-size, a novel local minimax method (LMM), which is a globally convergent iterative method, is proposed and analyzed to find multiple (unstable) saddle points of nonconvex functionals in Hilbert spaces. Compared to traditional LMMs with monotone search strategies, this approach, which does not require strict decrease of the objective functional value at each iterative step, is observed to converge faster with less computations. Firstly, based on a normalized iterative scheme coupled with a local peak selection that pulls the iterative point back onto the solution submanifold, by generalizing the Zhang-Hager (ZH) search strategy in the optimization theory to the LMM framework, a kind of normalized ZH-type nonmonotone step-size search strategy is introduced, and then a novel nonmonotone LMM is constructed. Its feasibility and global convergence results are rigorously carried out under the relaxation of the monotonicity for the functional at the iterative sequences. Secondly, in order to speed up the convergence of the nonmonotone LMM, a globally convergent Barzilai-Borwein-type LMM (GBBLMM) is presented by explicitly constructing the Barzilai-Borwein-type step-size as a trial step-size of the normalized ZH-type nonmonotone step-size search strategy in each iteration. Finally, the GBBLMM algorithm is implemented to find multiple unstable solutions of two classes of semilinear elliptic boundary value problems with variational structures: one is the semilinear elliptic equations with the homogeneous Dirichlet boundary condition and another is the linear elliptic equations with semilinear Neumann boundary conditions. Extensive numerical results indicate that our approach is very effective and speeds up the LMMs significantly.

Wei Liu, Ziqing Xie & Wenfan Yi. (2024). Nonmonotone Local Minimax Methods for Finding Multiple Saddle Points. Journal of Computational Mathematics. 42 (3). 851-884. doi:10.4208/jcm.2301-m2022-0106
Copy to clipboard
The citation has been copied to your clipboard