In this paper we describe a variant of the Inexact Newton method for solving nonlinear systems of equations. We define a nonmonotone Inexact Newton step and a nonmonotone backtracking strategy. For this nonmonotone Inexact Newton scheme we present the convergence theorems. Finally, we show how we can apply these strategies to Inexact Newton Interior-Point method and we present some numerical examples.
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Data di pubblicazione: | 2005 | |
Titolo: | A Nonmonotone Inexact Newton Method | |
Autori: | Bonettini, Silvia | |
Rivista: | OPTIMIZATION METHODS & SOFTWARE | |
Parole Chiave: | Nonlinear Systems; Inexact Newton Methods; Nonmonotone Convergence; Newton Interior-Point Methods. | |
Abstract: | In this paper we describe a variant of the Inexact Newton method for solving nonlinear systems of equations. We define a nonmonotone Inexact Newton step and a nonmonotone backtracking strategy. For this nonmonotone Inexact Newton scheme we present the convergence theorems. Finally, we show how we can apply these strategies to Inexact Newton Interior-Point method and we present some numerical examples. | |
Handle: | http://hdl.handle.net/11392/1197171 | |
Appare nelle tipologie: | 03.1 Articolo su rivista |
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