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INEXACT NEWTON DOGLEG METHODS.
- Source :
- SIAM Journal on Numerical Analysis; 2008, Vol. 46 Issue 4, p2112-2132, 21p, 2 Diagrams, 2 Charts
- Publication Year :
- 2008
-
Abstract
- The dogleg method is a classical trust-region technique for globalizing Newton's method. While it is widely used in optimization, including large-scale optimization via truncated- Newton approaches, its implementation in general inexact Newton methods for systems of nonlinear equations can be problematic. In this paper, we first outline a very general dogleg method suitable for the general inexact Newton context and provide a global convergence analysis for it. We then discuss certain issues that may arise with the standard dogleg implementational strategy and propose modified strategies that address them. Newton-Krylov methods have provided important motivation for this work, and we conclude with a report on numerical experiments involving a Newton-GMRES dogleg method applied to benchmark CFD problems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00361429
- Volume :
- 46
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- SIAM Journal on Numerical Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 33217925
- Full Text :
- https://doi.org/10.1137/050632166