Discrete Newton's method with local variations for solving large-scale nonlinear systems

被引：6

作者：

Diniz-Ehrhardt, MA ^{[1
]}

Gomes-Ruggiero, MA ^{[1
]}

Lopes, VLR ^{[1
]}

Martínez, JM ^{[1
]}

机构：

[1] UNICAMP, IMECC, DMA, BR-13083970 Campinas, SP, Brazil

来源：

OPTIMIZATION | 2003年 / 52卷 / 4-5期

基金：

巴西圣保罗研究基金会;

关键词：

nonlinear systems; discrete Newton's method; local variations method;

D O I：

10.1080/02331930310001611538

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A globally convergent discrete Newton method is proposed for solving large-scale nonlinear systems of equations. Advantage is taken from discretization steps so that the residual norm can be reduced while the Jacobian is approximated, besides the reduction at Newtonian iterations. The Curtis-Powell-Reid (CPR) scheme for discretization is used for dealing with sparse Jacobians. Global convergence is proved and numerical experiments are presented.

引用

页码：417 / 440

页数：24

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