A model trust-region modification of Newton's method for nonlinear two-point boundary-value problems

The technique of quasilinearization for nonlinear two-point boundary-value problems is Newton's technique for a nonlinear differential operator equation. A model trust-region approach to globalizing the quasilinearization algorithm is described. A double dog-leg implementation gives a globally...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of optimization theory and applications 1992-11, Vol.75 (2), p.297-312
1. Verfasser:	DEAN, E. J
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Exact sciences and technology Operational research and scientific management Operational research. Management science Optimization. Search problems
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	The technique of quasilinearization for nonlinear two-point boundary-value problems is Newton's technique for a nonlinear differential operator equation. A model trust-region approach to globalizing the quasilinearization algorithm is described. A double dog-leg implementation gives a globally convergent algorithm that is robust in solving difficult problems. (R.E.P.)
ISSN:	0022-3239 1573-2878
DOI:	10.1007/BF00941469