Incomplete decomposition algorithms for discrete dynamic nonlinear models

DOI10.1016/S0362-546X(99)00122-4MaRDI QIDQ1582454zbMATH OpenOpenAlexWikidataFDO

Authors V. L. R. Lopes, Nataša Krejić, J. M. Martínez, Rosana Pérez

Publication date 3 October 2000

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(99)00122-4

zbMATH Keywords

convergencediscrete dynamic nonlinear modelsincomplete decomposition algorithmsinexact-Newton methoditerative methodsquasi-Newton methodsystem of nonlinear equations

Mathematics Subject Classification ID

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

Review text

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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