A quasi-Newton method with modification of one column per iteration (Q798571)
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English | A quasi-Newton method with modification of one column per iteration |
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A quasi-Newton method with modification of one column per iteration (English)
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1984
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We introduce a new quasi-Newton method for solving nonlinear simultaneous equations. At each iteration only one column of \(B_ k\) is changed to obtain \(B_{k+1}\). This permits to use the well-known techniques of Linear Programming for modifying the factorization of \(B_ k\). We present a local convergence theorem for a restarted version of the method. The new algorithm is compared numerically with some other methods which were introduced for solving the same kind of problems.
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quasi-Newton method
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nonlinear simultaneous equations
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local convergence theorem
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restarted version
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