Nonmonotone local minimax methods for finding multiple saddle points

Abstract

In this paper, combining normalized nonmonotone search strategies with the Barzilai-Borwein-type step-size, a novel local minimax method (LMM), which is globally convergent, is proposed to find multiple (unstable) saddle points of nonconvex functionals in Hilbert spaces. Compared to traditional LMMs, this approach does not require the strict decrease of the objective functional value at each iterative step. Firstly, by introducing two kinds of normalized nonmonotone step-size search strategies to replace normalized monotone decrease conditions adopted in traditional LMMs, two types of nonmonotone LMMs are constructed. Their feasibility and convergence results are rigorously carried out. Secondly, in order to speed up the convergence of the nonmonotone LMMs, 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 nonmonotone step-size search strategy in each iteration. Finally, the GBBLMM 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 LMM significantly.