Abstract | ||
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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 |
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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 Cao | 1 | 468 | 34.01 |
Donghui Li | 2 | 380 | 32.40 |