Choosing the forcing terms in an inexact Newton method

被引:484
|
作者
Eisenstat, SC [1 ]
Walker, HF [1 ]
机构
[1] UTAH STATE UNIV,DEPT MATH & STAT,LOGAN,UT 84322
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1996年 / 17卷 / 01期
关键词
forcing terms; inexact Newton methods; Newton iterative methods; truncated Newton methods; Newton's method; iterative linear algebra methods; GMRES;
D O I
10.1137/0917003
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
An inexact Newton method is a generalization of Newton's method for solving F(x)=0, F:R(n) right arrow R(n), in which, at the kth iteration, the step s(k) from the current approximate solution x(k) is required to satisfy a condition parallel to F(x(k))+F'(x(k))s(k) parallel to less than or equal to eta(k) parallel to F(x(k)) parallel to for a ''forcing term'' eta(k) is an element of [0,1]. In typical applications, the choice of the forcing terms is critical to the efficiency of the method and can affect robustness as well. Promising choices of the forcing terms are given, their local convergence properties are analyzed, and their practical performance is shown on a representative set of test problems.
引用
收藏
页码:16 / 32
页数:17
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