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INEXACT NEWTON DOGLEG METHODS.

Authors :
Pawlowski, Roger P.
Simonis, Joseph P.
Walker, Homer F.
Shadid, John N.
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