On the extrapolation method and the USA algorithm

DOI10.1016/0165-1889(89)90024-9MaRDI QIDQ1115332zbMATH OpenOpenAlexFDO

Authors Dragoslav Herceg, Ljiljana Cvetković

Publication date 1989

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(89)90024-9

zbMATH Keywords

computation of equilibriaconvergencefixed-point algorithmnonlinear extrapolation methodnonlinear systemssystems of nonlinear equationsupdated successive approximationsvariable extrapolation parameter

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The paper is motivated by the paper of \textit{A. Khilnani} and \textit{E. Tse} [ibid. 9, No.2, 127-137 (1985; Zbl 0663.90011)], where the method of updated successive approximations (USA) for the numerical solution of systems of nonlinear equations is presented. Some numerical examples show that the convergence statement of the USA method, which one can consider as a nonstationary extrapolation method, contains a flaw. In this paper we give some of these examples and discuss the variable extrapolation parameter used in the above cited paper, which cannot guarantee the convergence of the USA method. We also describe a nonlinear extrapolation method for solving nonlinear systems and give some sufficient conditions for the convergence of this method.

Recommendations

• A note on the radius of convergence of the USA algorithm
• Some results about vector extrapolation methods and related fixed-point iterations
• scientific article; zbMATH DE number 4187021
• scientific article; zbMATH DE number 3934311
• A note on Khilnani and Tse's USA algorithm

Cites work

• A computational process for choosing the relaxation parameter in nonlinear SOR
• A fixed point algorithm with economic applications
• Accelerated Overrelaxation Method
• scientific article; zbMATH DE number 4155750 (Why is no real title available?)
• scientific article; zbMATH DE number 3928195 (Why is no real title available?)
• scientific article; zbMATH DE number 4039120 (Why is no real title available?)
• scientific article; zbMATH DE number 4084870 (Why is no real title available?)
• scientific article; zbMATH DE number 3657470 (Why is no real title available?)
• scientific article; zbMATH DE number 3720273 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Optimum Accelerated Overrelaxation Method in a Special Case
• Varying relaxation parameters in nonlinear successive overrelaxation
• Über Toeplitzsche Iterationsverfahren und einige ihrer Anwendungen in der konstruktiven Fixpunkttheorie

Cited in

(4)

• A note on Khilnani and Tse's USA algorithm
• A note on the radius of convergence of the USA algorithm
• An integrated system model for a fishery management process. I: Model structure
• Nonstationary model solution techniques and the USA algorithm

This page was built for publication: On the extrapolation method and the USA algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1115332)