• Title/Summary/Keyword: Newton methods

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A QUASI-NEWTON METHOD USING DIRECTIONAL DERIVATIVES FOR NONLINEAR EQUATIONS

  • Kim, Sun-Young
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.491-502
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    • 1994
  • Many problems arising in science and engineering require the numerical solution of a system of n nonlinear equations in n unknowns: (1) given F : $R^{n}$ $\rightarrow$ $R^{n}$ , find $x_{*}$ $\epsilon$ $R^{n}$ / such that F($x_{*}$) = 0. Nonlinear problems are generally solved by iteration. Davidson [3] and Broyden [1] introduced the methods which had led to a large amount of research and a class of algorithm. This work has been called by the quasi-Newton methods, secant updates, or modification methods. Newton's method is the classical method for the problem (1) and quasi-Newton methods have been proposed to circumvent computational disadvantages of Newton's method.(omitted)

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A NEW LIMITED MEMORY QUASI-NEWTON METHOD FOR UNCONSTRAINED OPTIMIZATION

  • Moghrabi, Issam A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.7 no.1
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    • pp.7-14
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    • 2003
  • The main concern of this paper is to develop a new class of quasi-newton methods. These methods are intended for use whenever memory space is a major concern and, hence, they are usually referred to as limited memory methods. The methods developed in this work are sensitive to the choice of the memory parameter ${\eta}$ that defines the amount of past information stored within the Hessian (or its inverse) approximation, at each iteration. The results of the numerical experiments made, compared to different choices of these parameters, indicate that these methods improve the performance of limited memory quasi-Newton methods.

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ON THE APPLICABILITY OF TWO NEWTON METHODS FOR SOLVING EQUATIONS IN BANACH SPACE

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.369-378
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    • 1999
  • In This study we examine the applicability of Newton's method and the modified Newton's method for a, pp.oximating a lo-cally unique solution of a nonlinear equation in a Banach space. We assume that the newton-Kantorovich hypothesis for Newton's method is violated but the corresponding condition for the modified Newton method holds. Under these conditions there is no guaran-tee that Newton's method starting from the same initial guess as the modified Newton's method converges. Hence it seems that we must always use the modified Newton method under these condi-tions. However we provide a numerical example to demonstrate that in practice this may not be a good decision.

CONCERNING THE RADII OF CONVERGENCE FOR A CERTAIN CLASS OF NEWTON-LIKE METHODS

  • Argyros, Ioannis K.
    • The Pure and Applied Mathematics
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    • v.15 no.1
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    • pp.47-55
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    • 2008
  • Local convergence results for three Newton-like methods in Banach space are provided. A comparison is given between the three convergence radii. Then we show that using the largest convergence radius we can pick an initial guess from with we start the corresponding iteration. It turns out that after a finite number of steps we can always use the iterate found as the starting guess for a faster method, since this iterate will be inside the convergence domain of the new method.

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A Study on Interpretation of Gravity Data by using Iterative Inversion Methods (반복적(反復的) 역산법(逆算法)에 의(依)한 중력자료(重力資料)의 해석(解析)에 관(關)한 연구(硏究))

  • Roh, Cheol-Hwan;Yang, Sung-Jin;Shin, Chang-Soo
    • Economic and Environmental Geology
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    • v.22 no.3
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    • pp.267-276
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    • 1989
  • This paper presents results of interpretaton of gravity data by iterative nonlinear inversion methods. The gravity data are obtained by a theoretical formula for two-dimensional 2-layer structure. Depths to the basement of the structure are determined from the gravity data by four interative inversion methods. The four inversion methods used here are the Gradient, Gauss-Newton, Newton-Raphson, and Full Newton methods. Inversions are performed by using different initial guesses of depth for the over-determined, even-determined, and under-determined cases. This study shows that the depth can be determined well by all of the methods and most efficiently by the Newton-Raphson method.

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아르스 마그나와 프린키피아에 나오는 수치해석적 기법

  • 이무현
    • Journal for History of Mathematics
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    • v.15 no.3
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    • pp.25-34
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    • 2002
  • This paper explains methods of numerical analysis which appear on Cardano's Ars Magna and Newton's Principia. Cardano's method is secant method, but its actual al]plication is severely limited by technical difficulties. Newton's method is what nowadays called Newton-Raphson's method. But mysteriously, Newton's explanation had been forgotten for two hundred years, until Adams rediscovered it. Newton had even explained finding the root using the second degree Taylor's polynomial, which shows Newton's greatness.

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AN ERROR ANALYSIS FOR A CERTAIN CLASS OF ITERATIVE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.743-753
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    • 2001
  • We provide local convergence results in affine form for inexact Newton-like as well as quasi-Newton iterative methods in a Banach space setting. We use hypotheses on the second or on the first and mth Frechet-derivative (m≥2 an integer) of the operator involved. Our results allow a wider choice of starting points since our radius of convergence can be larger than the corresponding one given in earlier results using hypotheses on the first-Frechet-derivative only. A numerical example is provided to illustrate this fact. Our results apply when the method is, for example, a difference Newton-like or update-Newton method. Furthermore, our results have direct applications to the solution of autonomous differential equations.

A SEXTIC-ORDER VARIANT OF DOUBLE-NEWTON METHODS WITH A SIMPLE BIVARIATE WEIGHTING FUNCTION

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.3
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    • pp.513-521
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    • 2014
  • Via extension of the classical double-Newton method, we propose high-order family of two-point methods in this paper. Theoretical and computational properties of the proposed methods are fully investigated along with a main theorem describing methodology and convergence analysis. Typical numerical examples are thoroughly treated to verify the underlying theory.

LOCAL CONVERGENCE OF NEWTON-LIKE METHODS FOR GENERALIZED EQUATIONS

  • Argyros, Ioannis K.
    • East Asian mathematical journal
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    • v.25 no.4
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    • pp.425-431
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    • 2009
  • We provide a local convergence analysis for Newton-like methods for the solution of generalized equations in a Banach space setting. Using some ideas of ours introduced in [2] for nonlinear equations we show that under weaker hypotheses and computational cost than in [7] a larger convergence radius and finer error bounds on the distances involved can be obtained.

THE EFFECT OF ROUNDING ERRORS ON NEWTON METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.765-772
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    • 2000
  • In this study we are concerned with the problem of approximating a solution of a nonlinear equation in Banach space using Newton-like methods. Due to rounding errors the sequence of iterates generated on a computer differs from the sequence produced in theory. Using Lipschitz-type hypotheses on the second Frechet-derivative instead of the first one, we provide sufficient convergence conditions for the inexact Newton-like method that is actually generated on the computer. Moreover, we show that the ratio of convergence improves under our conditions. Furthermore, we provide a wider choice of initial guesses than before. Finally, a numerical example is provided to show that our results compare favorably with earlier ones.