Globally convergent inexact quasi-Newton methods for solving nonlinear systems

被引:56
作者
Birgin, EG
Krejic, N
Martínez, JM
机构
[1] Univ Sao Paulo, Dept Comp Sci, IME, BR-05508090 Sao Paulo, Brazil
[2] Univ Novi Sad, Inst Math, YU-21000 Novi Sad, Serbia
[3] Univ Estadual Campinas, UNICAMP, IMECC, Dept Appl Math, BR-13081970 Campinas, SP, Brazil
基金
巴西圣保罗研究基金会;
关键词
nonlinear systems; inexact Newton methods; global convergence; superlinear convergence; quasi-Newton methods;
D O I
10.1023/A:1024013824524
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Large scale nonlinear systems of equations can be solved by means of inexact quasi-Newton methods. A global convergence theory is introduced that guarantees that, under reasonable assumptions, the algorithmic sequence converges to a solution of the problem. Under additional standard assumptions, superlinear convergence is preserved.
引用
收藏
页码:249 / 260
页数:12
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