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Local Convergence of Tr1 Updates for Solving Nonlinear Equations

Please always quote using this URN:urn:nbn:de:0296-matheon-3372
  • For the solution of nonlinear equation systems quasi-Newton methods based on low-rank updates are of particular interest. We analyze a class of TR1 update formulas to approximate the system Jacobian. The local q-superlinear convergence for nonlinear problems is proved for a particular subclass of updates. Moreover, we give an estimate of the r-order of convergence. Numerical results comparing the TR1 method to Newton's and other quasi-Newton methods atr presented.

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Metadaten
Author:Sebastian Schlenkrich, Andreas Griewank, Andrea Walther
URN:urn:nbn:de:0296-matheon-3372
Referee:Peter Deuflhard
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2006/06/23
Release Date:2006/06/22
Tag:
Institute:Humboldt-Universität zu Berlin
Preprint Number:337
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