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

Autor: M. A. Diniz-Ehrhardt, José Mario Martínez, Márcia A. Gomes-Ruggiero, Véra Lucia Rocha Lopes
Rok vydání: 2003
Předmět:
Zdroj: Optimization. 52:417-440
ISSN: 1029-4945
0233-1934
DOI: 10.1080/02331930310001611538
Popis: 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.
Databáze: OpenAIRE