• 제목/요약/키워드: Newton methods

검색결과 252건 처리시간 0.018초

ON A LOCAL CHARACTERIZATION OF SOME NEWTON-LIKE METHODS OF R-ORDER AT LEAST THREE UNDER WEAK CONDITIONS IN BANACH SPACES

  • Argyros, Ioannis K.;George, Santhosh
    • 충청수학회지
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    • 제28권4호
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    • pp.513-523
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    • 2015
  • We present a local convergence analysis of some Newton-like methods of R-order at least three in order to approximate a solution of a nonlinear equation in a Banach space. Our sufficient convergence conditions involve only hypotheses on the first and second $Fr{\acute{e}}chet$-derivative of the operator involved. These conditions are weaker that the corresponding ones given by Hernandez, Romero [10] and others [1], [4]-[9] requiring hypotheses up to the third $Fr{\acute{e}}chet$ derivative. Numerical examples are also provided in this study.

A SELF SCALING MULTI-STEP RANK ONE PATTERN SEARCH ALGORITHM

  • Moghrabi, Issam A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제15권4호
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    • pp.267-275
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    • 2011
  • This paper proposes a new quickly convergent pattern search quasi-Newton algorithm that employs the multi-step version of the Symmetric Rank One (SRI). The new algorithm works on the factorizations of the inverse Hessian approximations to make available a sequence of convergent positive bases required by the pattern search process. The algorithm, in principle, resembles that developed in [1] with multi-step methods dominating the dervation and with numerical improvements incurred, as shown by the numerical results presented herein.

NEW CONVERGENCE CONDITIONS OF SECANT METHODS VIA ALPHA THEORY

  • KIM, S.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제5권2호
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    • pp.101-115
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    • 2001
  • Recent theoretical analysis of numerical methods for solving nonlinear systems of equations is represented by alpha theory of Newton method developed Smale et al. The theory was extended to Secant method by providing convergence conditions by Yakoubsohn which the Secant method is treated as an operator defined for analytical functions. We use Secant methods as an iterative scheme with approximations, which results in new convergence conditions. We compare the two conditions and show that the new conditions represent the features of Secant method in a more precise way.

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SEMILOCAL CONVERGENCE THEOREMS FOR A CERTAIN CLASS OF ITERATIVE PROCEDURES

  • Ioannis K. Argyros
    • Journal of applied mathematics & informatics
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    • 제7권1호
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    • pp.29-40
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    • 2000
  • We provide semilocal convergence theorems for Newton-like methods in Banach space using outer and generalized inverses. In contrast to earlier results we use hypotheses on the second instead of the first Frechet-derivative. This way our Newton-Kantorovich hypotheses differ from earlier ones. Our results can be used to solve undetermined systems, nonlinear least square problems and ill-posed nonlinear operator equations.

ON THE SUBDIFFERENTIAL OF A NONLINEAR COMPLEMENTARITY PROBLEM FUNCTION WITH NONSMOOTH DATA

  • Gao, Yan
    • Journal of applied mathematics & informatics
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    • 제27권1_2호
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    • pp.335-341
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    • 2009
  • In this paper, a system of nonsmooth equations reformulated from a nonlinear complementarity problem with nonsmooth data is studied. The formulas of some subdifferentials for related functions in this system of nonsmooth equations are developed. The present work can be applied to Newton methods for solving this kind of nonlinear complementarity problem.

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SCALING METHODS FOR QUASI-NEWTON METHODS

  • MOGHRABI, ISSAM A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제6권1호
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    • pp.91-107
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    • 2002
  • This paper presents two new self-scaling variable-metric algorithms. The first is based on a known two-parameter family of rank-two updating formulae, the second employs an initial scaling of the estimated inverse Hessian which modifies the first self-scaling algorithm. The algorithms are compared with similar published algorithms, notably those due to Oren, Shanno and Phua, Biggs and with BFGS (the best known quasi-Newton method). The best of these new and published algorithms are also modified to employ inexact line searches with marginal effect. The new algorithms are superior, especially as the problem dimension increases.

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VARIANTS OF NEWTON'S METHOD USING FIFTH-ORDER QUADRATURE FORMULAS: REVISITED

  • Noor, Muhammad Aslam;Waseem, Muhammad
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1195-1209
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    • 2009
  • In this paper, we point out some errors in a recent paper by Cordero and Torregrosa [7]. We prove the convergence of the variants of Newton's method for solving the system of nonlinear equations using two different approaches. Several examples are given, which illustrate the cubic convergence of these methods and verify the theoretical results.

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THE BINOMIAL METHOD FOR A MATRIX SQUARE ROOT

  • Kim, Yeon-Ji;Seo, Jong-Hyeon;Kim, Hyun-Min
    • East Asian mathematical journal
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    • 제29권5호
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    • pp.511-519
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    • 2013
  • There are various methods for evaluating a matrix square root, which is a solvent of the quadratic matrix equation $X^2-A=0$. We consider new iterative methods for solving matrix square roots of M-matrices. Particulary we show that the relaxed binomial iteration is more efficient than Newton-Schulz iteration in some cases. And we construct a formula to find relaxation coefficients through statistical experiments.

Riks Method를 이용한 비선형 수치해석 (Modified Arc-Length Method of Riks)

  • 이재욱;양영태
    • 대한조선학회논문집
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    • 제28권1호
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    • pp.182-188
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    • 1991
  • 구조물의 비선형 거동을 추적 조사하는 비선형 유한요소 해석에서 하중증분을 사용하는 Newton-Raphson방법은 임계점 근처에서는 수렴이 안되는 단점을 갖고 있으므로 구조물의 거동이 심한 비선형 경로(nonlinear path)를 포함하고 있는 구조물의 거동을 조사하기 위해서는 Newton-Raphson 방법의 부가적인 수정이 필요하다. Newton-Raphson 방법의 수정보완 방법으로 Riks에 의해 제안된 구속조건식을 사용하여 반복계산하는 arc-length method로써 접선강성벡터에서 수직인 방향으로 접근하는 방법(normal arc-length method)과 접선강성벡터가 원호를 그리며 비선형 경로에 접근해 가는 방법(cylindrical arc-length method)을 사용하였으며 또한 각 단계에서 비선형의 정도에 따라 arc-length를 조절하는 자동하중 증분법을 사용하였다. 비선형 수치해석의 예로 경사진 외팔보, 단순 아치구조, 쉘 구조 및 편심 보강평판의 비선형 거동을 추적 조사하였다.

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다자유도계를 갖는 듀핑 진동계의 강제진동해석 (Forced Vibration Analysis for Duffing's Vibration Systems with the Multi-Degree-of-Freedom Systems)

  • 전진영;박용남;김정렬;김의간
    • Journal of Advanced Marine Engineering and Technology
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    • 제24권1호
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    • pp.18-24
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    • 2000
  • As ship's propulsion shafting system has been complicated, many linear methods that have been used until now are not sufficient enough to produce proper solutions and these solutions are ofter unreasonable. So we need to solve nonlinear systems, and many methods for solving nonlinear vibration system have been developed. In this study, the propulsion shafting system was modeled with Duffing's nonlinear vibration system and multi-degree-of-freedom, and analyzed by using Quasi-Newton method. And for the purpose of confirming the reliability of the calculating results for nonlinear forced torsional vibration of the propulsion shafting system, the nonlinear calculated results were compared with the linear calculated ones for ship's propulsion shafting system. In the result, for analysis of the forced torsional vibration of the propulsion systems with nonlinear elements, the modified Newton's method is confirmed reasonable.

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