Practical quasi-Newton methods for solving nonlinear systems (Q1593814)
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English | Practical quasi-Newton methods for solving nonlinear systems |
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Practical quasi-Newton methods for solving nonlinear systems (English)
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21 August 2001
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This is a survey of quasi-Newton methods for solving nonlinear systems. Special emphasis is given to methods that satisfy the secant equation at each iteration. The least-change secant update (LCSU) theory is revisited and convergence results for methods that do not belong to the LCSU family are discussed. The methods reviewed include Broyden's methods, structured quasi-Newton methods, methods with direct updates of factorization, row-scaling methods and column-updating methods. At the end some implementation and practical aspects are discussed.
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quasi-Newton method
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nonlinear system
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secant equation
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Broyden's method
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convergence
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row-scaling methods
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column-updating methods
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