A switching-method for nonlinear systems

被引:6
作者
Bellavia, S [1 ]
Gasparo, MG [1 ]
Macconi, M [1 ]
机构
[1] UNIV FLORENCE, DIPARTIMENTO ENERGET, I-50134 FLORENCE, ITALY
关键词
nonlinear systems; damped methods; finite-difference Newton's method; direct search methods; global convergence; quadratic convergence;
D O I
10.1016/0377-0427(95)00226-X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A new iterative method is proposed for the solution of nonlinear systems. The method does not use explicit derivative informations and at each iteration automatically selects one of two distinct iterative schemes: a direct search method and a damped approximate Newton's method. So, the method is referred as Switching-Method. It is shown that the method is a global method with quadratic convergence. Numerical results show the very good practical performance of the method.
引用
收藏
页码:83 / 93
页数:11
相关论文
共 7 条
  • [1] EFFICIENT NUMERICAL VALIDATION OF SOLUTIONS OF NONLINEAR-SYSTEMS
    ALEFELD, G
    GIENGER, A
    POTRA, F
    [J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 1994, 31 (01) : 252 - 260
  • [2] [Anonymous], LECT APPL MATH
  • [3] Dennis, 1996, NUMERICAL METHODS UN
  • [4] MORE JJ, 1981, ACM T MATH SOFTWARE, V7, P17, DOI 10.1145/355934.355936
  • [5] ORCZON V, 1991, SIAM J OPTIMIZ, V1, P123
  • [6] Ortega J.M, 1970, CLASSICS APPL MATH
  • [7] Polak E., 1971, COMPUTATIONAL METHOD