Practical quasi-Newton methods for solving nonlinear systems
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Publication:1593814
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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