Title
Partitioned quasi-Newton methods for sparse nonlinear equations.
Abstract
In this paper, we present two partitioned quasi-Newton methods for solving partially separable nonlinear equations. When the Jacobian is not available, we propose a partitioned Broyden's rank one method and show that the full step partitioned Broyden's rank one method is locally and superlinearly convergent. By using a well-defined derivative-free line search, we globalize the method and establish its global and superlinear convergence. In the case where the Jacobian is available, we propose a partitioned adjoint Broyden method and show its global and superlinear convergence. We also present some preliminary numerical results. The results show that the two partitioned quasi-Newton methods are effective and competitive for solving large-scale partially separable nonlinear equations.
Year
DOI
Venue
2017
10.1007/s10589-016-9878-1
Comp. Opt. and Appl.
Keywords
Field
DocType
Partially separable nonlinear equation,Partitioned Broyden’s rank one method,Partitioned adjoint Broyden method,Global convergence,Superlinear convergence,65K05,90C06,90C53
Superlinear convergence,Mathematical optimization,Nonlinear system,Jacobian matrix and determinant,Mathematical analysis,Separable space,Line search,Mathematics,Broyden's method
Journal
Volume
Issue
ISSN
66
3
0926-6003
Citations 
PageRank 
References 
0
0.34
10
Authors
2
Name
Order
Citations
PageRank
Huiping Cao146834.01
Donghui Li238032.40