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New quasi-Newton method for solving systems of nonlinear equations

Ladislav Lukšan, Jan Vlček (2017)

Applications of Mathematics

We propose a new Broyden method for solving systems of nonlinear equations, which uses the first derivatives, but is more efficient than the Newton method (measured by the computational time) for larger dense systems. The new method updates QR or LU decompositions of nonsymmetric approximations of the Jacobian matrix, so it requires O ( n 2 ) arithmetic operations per iteration in contrast with the Newton method, which requires O ( n 3 ) operations per iteration. Computational experiments confirm the high efficiency...

Newton and conjugate gradient for harmonic maps from the disc into the sphere

Morgan Pierre (2004)

ESAIM: Control, Optimisation and Calculus of Variations

We compute numerically the minimizers of the Dirichlet energy E ( u ) = 1 2 B 2 | u | 2 d x among maps u : B 2 S 2 from the unit disc into the unit sphere that satisfy a boundary condition and a degree condition. We use a Sobolev gradient algorithm for the minimization and we prove that its continuous version preserves the degree. For the discretization of the problem we use continuous P 1 finite elements. We propose an original mesh-refining strategy needed to preserve the degree with the discrete version of the algorithm (which is a preconditioned...

Newton's methods for variational inclusions under conditioned Fréchet derivative

Ioannis K. Argyros, Saïd Hilout (2007)

Applicationes Mathematicae

Estimates of the radius of convergence of Newton's methods for variational inclusions in Banach spaces are investigated under a weak Lipschitz condition on the first Fréchet derivative. We establish the linear convergence of Newton's and of a variant of Newton methods using the concepts of pseudo-Lipschitz set-valued map and ω-conditioned Fréchet derivative or the center-Lipschitz condition introduced by the first author.

Nonlinear conjugate gradient methods

Lukšan, Ladislav, Vlček, Jan (2015)

Programs and Algorithms of Numerical Mathematics

Modifications of nonlinear conjugate gradient method are described and tested.

Nonlinear Rescaling Method and Self-concordant Functions

Richard Andrášik (2013)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

Nonlinear rescaling is a tool for solving large-scale nonlinear programming problems. The primal-dual nonlinear rescaling method was used to solve two quadratic programming problems with quadratic constraints. Based on the performance of primal-dual nonlinear rescaling method on testing problems, the conclusions about setting up the parameters are made. Next, the connection between nonlinear rescaling methods and self-concordant functions is discussed and modified logarithmic barrier function is...

Nonmonotone strategy for minimization of quadratics with simple constraints

M. A. Diniz-Ehrhardt, Zdeněk Dostál, M. A. Gomes-Ruggiero, J. M. Martínez, Sandra Augusta Santos (2001)

Applications of Mathematics

An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show that the modified...

Non-monotoneous parallel iteration for solving convex feasibility problems

Gilbert Crombez (2003)

Kybernetika

The method of projections onto convex sets to find a point in the intersection of a finite number of closed convex sets in an Euclidean space, sometimes leads to slow convergence of the constructed sequence. Such slow convergence depends both on the choice of the starting point and on the monotoneous behaviour of the usual algorithms. As there is normally no indication of how to choose the starting point in order to avoid slow convergence, we present in this paper a non-monotoneous parallel algorithm...

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