A non-monotone pattern search approach for systems of nonlinear equations.

In this paper, a new pattern search is proposed to solve the systems of nonlinear equations. We introduce a new non-monotone strategy which includes a convex combination of the maximum function of some preceding successful iterates and the current function. First, we produce a stronger non-monotone strategy in relation to the generated strategy by Gasparo [, Numer. Algorithms 28 (2001), pp. 171-186] whenever iterates are far away from the optimizer. Second, when iterates are near the optimizer, we produce a weaker non-monotone strategy with respect to the generated strategy by Ahookhosh and Amini [, Numer. Algorithms 59 (2012), pp. 523-540]. Third, whenever iterates are neither near the optimizer nor far away from it, we produce a medium non-monotone strategy which will be laid between the generated strategy by Gasparo [, Numer. Algorithms 28 (2001), pp. 171-186] and Ahookhosh and Amini [, Numer. Algorithms 59 (2012), pp. 523-540]. Reported are numerical results of the proposed algorithm for which the global convergence is established.