Practical quasi-Newton methods for solving nonlinear systems
From MaRDI portal
Publication:1593814
DOI10.1016/S0377-0427(00)00434-9zbMath0967.65065OpenAlexW1966323145MaRDI QIDQ1593814
Publication date: 21 August 2001
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00434-9
convergencenonlinear systemquasi-Newton methodBroyden's methodsecant equationcolumn-updating methodsrow-scaling methods
Related Items (63)
Convergence properties of the Broyden-like method for mixed linear-nonlinear systems of equations ⋮ A family of Newton-like methods based on an exponential model ⋮ A multi-iterate method to solve systems of nonlinear equations ⋮ An active set quasi-Newton method with projection step for monotone nonlinear equations ⋮ Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems ⋮ Analysing the efficiency of some modifications of the secant method ⋮ Jacobi-free and complex-free method for finding simultaneously all zeros of polynomials having only real zeros ⋮ A modified quasi-Newton method for nonlinear equations ⋮ Practical quasi-Newton algorithms for singular nonlinear systems ⋮ A descent Dai-Liao conjugate gradient method for nonlinear equations ⋮ Unnamed Item ⋮ A generalized univariate Newton method motivated by proximal regularization ⋮ Inexact free derivative quasi-Newton method for large-scale nonlinear system of equations ⋮ Another hybrid approach for solving monotone operator equations and application to signal processing ⋮ On the effect of nonlinearity and Jacobian initialization on the convergence of the generalized Broyden quasi‐Newton method ⋮ Nonmonotone spectral method for large-scale symmetric nonlinear equations ⋮ Comment on: ``A derivative-free iterative method for nonlinear monotone equations with convex constraints ⋮ Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations ⋮ Geometric constructions of iterative functions to solve nonlinear equations ⋮ New quasi-Newton methods via higher order tensor models ⋮ Modified three-term derivative-free projection method for solving nonlinear monotone equations with application ⋮ Using Sinc-collocation method for solving weakly singular Fredholm integral equations of the first kind ⋮ Approximate norm descent methods for constrained nonlinear systems ⋮ A modified Newton-like method for nonlinear equations ⋮ Numerical method for the solution of special nonlinear fourth-order boundary value problems. ⋮ Inverse functions of polynomials and its applications to initialize the search of solutions of polynomials and polynomial systems ⋮ Numerical solution of linear differential equations with nonlocal nonlinear conditions ⋮ Mathematical modelling of streamwise velocity profile in open channels using Tsallis entropy ⋮ An improved three-term derivative-free method for solving nonlinear equations ⋮ Streamwise velocity profile in open-channel flow based on Tsallis relative entropy ⋮ Unnamed Item ⋮ Newton-Based Solvers for Nonlinear PDEs in Finance ⋮ Model reduction of dynamical systems on nonlinear manifolds using deep convolutional autoencoders ⋮ On the local and superlinear convergence of a secant modified linear-programming-Newton method ⋮ Accelerating the solution of a physics model inside a tokamak using the (inverse) column updating method ⋮ Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations ⋮ Intersection of a ruled surface with a free-form surface ⋮ Two classes of multisecant methods for nonlinear acceleration ⋮ Under-relaxed quasi-Newton acceleration for an inverse fixed-point problem coming from positron emission tomography ⋮ Simulation of phase combinations in shape memory alloys patches by hybrid optimization methods ⋮ A PRP type method for systems of monotone equations ⋮ Monotonic Newton method based ILC with parameter optimization for non-linear systems ⋮ Sinc-Galerkin method for solving nonlinear boundary-value problems ⋮ A METHOD FOR QUASI-STATIC ANALYSIS OF TOPOLOGICALLY VARIABLE LATTICE STRUCTURES ⋮ Unnamed Item ⋮ A family of Hager-Zhang conjugate gradient methods for system of monotone nonlinear equations ⋮ Sinc collocation approximation of non-smooth solution of a nonlinear weakly singular Volterra integral equation ⋮ Quasi-Newton methods for constrained nonlinear systems: complexity analysis and applications ⋮ A global convergent quasi-Newton method for systems of monotone equations ⋮ Quasi-Newton acceleration for equality-constrained minimization ⋮ A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations ⋮ A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations ⋮ Spectral residual method without gradient information for solving large-scale nonlinear systems of equations ⋮ Unnamed Item ⋮ A new smoothing quasi-Newton method for nonlinear complementarity problems ⋮ Gauss-Newton-based BFGS method with filter for unconstrained minimization ⋮ On the order of convergence of Broyden's method. Faster convergence on mixed linear-nonlinear systems of equations and a conjecture on the q-order ⋮ Maximum Entropy Derivation of Quasi-Newton Methods ⋮ Quasi-Newton approaches to interior point methods for quadratic problems ⋮ A new algorithm for solving all the real roots of a nonlinear system of equations in a given feasible region ⋮ Finding the periodic solution of differential equation via solving optimization problem ⋮ On two conjectures about Dennis-Moré conditions ⋮ An algorithm to initialize the search of solutions of polynomial systems
Uses Software
Cites Work
- A quasi-Newton method with modification of one column per iteration
- On the monotone convergence of Newton's method
- Quasi-Newton methods with factorization scaling for solving sparse nonlinear systems of equations
- Successive column correction algorithms for solving sparse nonlinear systems of equations
- Combination of the sequential secant method and Broyden's method with projected updates
- A globally convergent algorithm for computing fixed points of \(C^2\) maps
- Y12M. Solution of large and sparse systems of linear algebraic equations. Documentation of subroutines
- Automatic differentiation: techniques and applications
- On the solution of highly structured nonlinear equations
- On some classes of variationally derived quasi-Newton methods for systems of nonlinear algebraic equations
- On the convergence of the column-updating method
- Inexact trust region method for large sparse systems of nonlinear equations
- Recent progress in unconstrained nonlinear optimization without derivatives
- A globalization procedure for solving nonlinear systems of equations
- A numerical study on large-scale nonlinear solvers
- Inexact Newton methods for solving nonsmooth equations
- A Quasi-Newton Method for Elliptic Boundary Value Problems
- Algorithm 652
- Convergence Theorems for Least-Change Secant Update Methods
- Estimation of Sparse Jacobian Matrices and Graph Coloring Blems
- The Secant method for simultaneous nonlinear equations
- A Quasi-Newton Method Employing Direct Secant Updates of Matrix Factorizations
- A differential-equations algorithm for nonlinear equations
- Software for estimating sparse Jacobian matrices
- Fast secant methods for the iterative solution of large nonsymmetric linear systems
- A Family of Quasi-Newton Methods for Nonlinear Equations with Direct Secant Updates of Matrix Factorizations
- Local Convergence Theory of Inexact Newton Methods Based on Structured Least Change Updates
- Differentiation in PASCAL-SC: type GRADIENT
- Broyden’s Method for a Class of Problems Having Singular Jacobian at the Root
- The “global” convergence of Broyden-like methods with suitable line search
- Sparse quasi-Newton LDU updates
- Symbolic Factorization for Sparse Gaussian Elimination with Partial Pivoting
- Simultaneous computation of functions, partial derivatives and estimates of rounding errors —Complexity and practicality—
- A variable-metric variant of the Karmarkar algorithm for linear programming
- Optimal Conditioning and Convergence in Rank One Quasi-Newton Updates
- Quasi-Newton Updates with Bounds
- Computational experience with globally convergent descent methods for large sparse systems of nonlinear equations∗
- The solution of nonlinear finite element equations
- Least Change Secant Updates for Quasi-Newton Methods
- Theory of Multivariate Secant Methods
- Automatic Differentiation of Computer Programs
- Some Convergence Properties of Broyden’s Method
- Inexact Newton Methods
- Direct Secant Updates of Matrix Factorizations
- The column-updating method for solving nonlinear equations in Hilbert space
- Comparing Algorithms for Solving Sparse Nonlinear Systems of Equations
- Fixed-Point Quasi-Newton Methods
- On the Relation between Two Local Convergence Theories of Least-Change Secant Update Methods
- On the Global Convergence of Broyden's Method
- Quasi-Newton Methods, Motivation and Theory
- A Stable Variant of the Secant Method for Solving Nonlinear Equations
- Update Methods for Highly Structured Systems of Nonlinear Equations
- Three new algorithms based on the sequential secant method
- Convergence Theory of Nonlinear Newton–Krylov Algorithms
- Globally Convergent Inexact Newton Methods
- On a Class of Nonlinear Equation Solvers Based on the Residual Norm Reduction over a Sequence of Affine Subspaces
- Solving nonlinear systems of equations by means of quasi-neston methods with a nonmonotone stratgy∗
- Parameter selection for inexact Newton method
- A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
- A New Sparsity Preserving Quasi-Newton Update for Solving Nonlinear Equations
- On Superlinear Convergence of Some Stable Variants of the Secant Method
- The Arithmetic of Differentiation
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- A Globally Converging Secant Method with Applications to Boundary Value Problems
- On the Local Convergence of Update Methods
- Stable versions of the secants method for solving systems of equations
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- Quasi-Newton Methods and their Application to Function Minimisation
- Modification of a Quasi-Newton Method for Nonlinear Equations with a Sparse Jacobian
- A KDF9 ALGOL list-processing scheme
- Quasi-Newton Methods for Discretized Non-linear Boundary Problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Practical quasi-Newton methods for solving nonlinear systems