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.
Author: | Sebastian Schlenkrich, Andreas Griewank, Andrea Walther |
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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 |
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Institute: | Humboldt-Universität zu Berlin |
Preprint Number: | 337 |