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Type: Artigo de periódico
Title: Quasi-newton Methods With Derivatives
Author: Martinez J.M.
Abstract: When the Jacobian of a nonlinear system of equation is fully available, the main drawback for the application of Newton's method is the linear algebra work associated with its basic iteration. In many cases, quasi-Newton methods «with cheap linear algebra» can be applied. The availability of the derivatives leads us to define new quasi-Newton methods where true Jacobians are used in an efficient way. In this paper, we investigate quasi-Newton methods for solving nonlinear simultaneous equations assuming that true derivatives of the function can be used. We prove local convergence theorems and we compare several of the most promising alternatives. © 1995 Instituto di Elaborazione della Informazione del CNR.
Editor: Springer-Verlag
Rights: fechado
Identifier DOI: 10.1007/BF02575831
Date Issue: 1995
Appears in Collections:Unicamp - Artigos e Outros Documentos

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