Factored solution of nonlinear equation systems

DOI10.1098/RSPA.2014.0236MaRDI QIDQ2942585zbMATH OpenOpenAlexFDO

Authors Antonio Gómez-Expósito

Publication date 11 September 2015

Published in Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1309.4377

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Abstract: This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler components: 1) an underdetermined linear system; 2) a one-to-one nonlinear mapping with explicit inverse; and 3) an overdetermined linear system. Then, instead of solving such an augmented system at once, a two-step procedure is proposed in which two equation systems are solved at each iteration, one of them involving the same symmetric matrix throughout the solution process. The resulting factored algorithm converges faster than Newton's method and, if carefully implemented, can be computationally competitive for large-scale systems. It can also be advantageous for dealing with infeasible cases.

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Cites work

• Existence and Uniqueness of Solutions for the Equations of Nonlinear DC Networks
• Widely Convergent Method for Finding Multiple Solutions of Simultaneous Nonlinear Equations

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(6)

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• Properties of nonlinear systems and convergence of the Newton-Raphson method in geometric constraint solving
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