Incomplete decomposition algorithms for discrete dynamic nonlinear models (Q1582454)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incomplete decomposition algorithms for discrete dynamic nonlinear models |
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Incomplete decomposition algorithms for discrete dynamic nonlinear models (English)
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3 October 2000
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The authors consider dynamic models which are expressible as a (finite) system of nonlinear equations showing a block-angular structure. They give an algorithm to solve this system approximately using quasi-Newton and inexact-Newton iteration ideas and prove that, under suitable assumptions, the iterates converge to a solution of the system. A practical application is dealt with in some detail.
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incomplete decomposition algorithms
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discrete dynamic nonlinear models
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iterative methods
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convergence
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quasi-Newton method
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inexact-Newton method
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system of nonlinear equations
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