Inexact Newton methods for model simulation
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Cites work
- A globally convergent Newton-GMRES subspace method for systems of nonlinear equations
- A nonmonotone hybrid method for nonlinear systems∗
- A Transpose-Free Quasi-Minimal Residual Algorithm for Non-Hermitian Linear Systems
- Algorithm 832
- An algorithm competition: First-order iterations versus Newton-based techniques
- An alternative methodology for solving nonlinear forward-looking models
- Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
- Choosing the Forcing Terms in an Inexact Newton Method
- Convergence Theory of Nonlinear Newton–Krylov Algorithms
- Globalization strategies for Newton-Krylov methods for stabilized FEM discretization of Navier-Stokes equations
- Globalization Techniques for Newton–Krylov Methods and Applications to the Fully Coupled Solution of the Navier–Stokes Equations
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- scientific article; zbMATH DE number 781821 (Why is no real title available?)
- Inexact Newton Dogleg Methods
- Inexact Newton Methods
- Krylov methods for solving models with forward-looking variables
- NITSOL: A Newton Iterative Solver for Nonlinear Systems
- Numerical Optimization
- Preconditioning techniques for large linear systems: A survey
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
- STRSCNE: a scaled trust-region solver for constrained nonlinear equations
- Subspace Trust‐Region Methods for Large Bound‐Constrained Nonlinear Equations
- Time to Build and Aggregate Fluctuations
Cited in
(6)- The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models
- A robust method for simulating forward-looking models
- Krylov methods for solving models with forward-looking variables
- An algorithm competition: First-order iterations versus Newton-based techniques
- Sparse direct methods for model simulation
- scientific article; zbMATH DE number 572144 (Why is no real title available?)
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