Computational experience with globally convergent descent methods for large sparse systems of nonlinear equations

This paper is devoted to globally convergent Armijo-type descent methods for solving large sparse systems of nonlinear equations. These methods include the discrete Newtcin method and a broad class of Newton-like methods based on various approximations of the Jacobian matrix. We propose a general th...

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Veröffentlicht in:Optimization methods & software 1998-01, Vol.8 (3-4), p.201-223
Hauptverfasser: Luksan, L, Vlcek, J
Format: Artikel
Sprache:eng
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Zusammenfassung:This paper is devoted to globally convergent Armijo-type descent methods for solving large sparse systems of nonlinear equations. These methods include the discrete Newtcin method and a broad class of Newton-like methods based on various approximations of the Jacobian matrix. We propose a general theory of global convergence together with a robust algorithm including a special restarting strategy. This algorithm is based cfn the preconditioned smoothed CGS method for solving nonsymmetric systems of linejtr equations. After reviewing 12 particular Newton-like methods, we propose results of extensive computational experiments. These results demonstrate high efficiency of tip proposed algorithm
ISSN:1055-6788
1029-4937
DOI:10.1080/10556789808805677