A new iterative method is proposed for the solution of nonlinear systems. The method does not use explicit derivative informations and at each iteration automatically selects one of two distinct iterative schemes: a direct search method and a damped approximate Newton's method. So, the method is referred as Switching-Method. It is shown that the method is a global method with quadratic convergence. Numerical results show the very good practical performance of the method.
A Switching Method for Nonlinear Systems / BELLAVIA S.; GASPARO M.G.; M. MACCONI. - In: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. - ISSN 0377-0427. - STAMPA. - 71:(1996), pp. 83-93. [Interior Point methods for MCP]
A Switching Method for Nonlinear Systems
BELLAVIA, STEFANIA;GASPARO, MARIA GRAZIA;MACCONI, MARIA
1996
Abstract
A new iterative method is proposed for the solution of nonlinear systems. The method does not use explicit derivative informations and at each iteration automatically selects one of two distinct iterative schemes: a direct search method and a damped approximate Newton's method. So, the method is referred as Switching-Method. It is shown that the method is a global method with quadratic convergence. Numerical results show the very good practical performance of the method.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.