Nonmonotone Spectral Analysis for Variational Inclusions

Gradient descent algorithms perform well in convex optimization but can get tied for finding local minima in non-convex optimization. A robust method that combines a spectral approach with nonmonotone line search strategy for solving variational inclusion problems is proposed. Spectral properties using eigenvalues information are used for accelerating the convergence. Nonmonotonic behaviour is exhibited to relax descent property and escape local minima. Nonmonotone spectral conditions leverage adaptive search directions and global convergence for the proposed spectral subgradient algorithm.