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.
A Nonmonotone Inexact Newton Method
BONETTINI, Silvia
2005
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.File in questo prodotto:
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