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A matrix-free quasi-Newton method for solving large-scale nonlinear systems.

One of the widely used methods for solving a nonlinear system of equations is the quasi-Newton method. The basic idea underlining this type of method is to approximate the solution of Newton’s equation by means of approximating the Jacobian matrix via quasi-Newton update. Application of quasi-Newton...

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Main Authors: Leong, Wah June, Abu Hassan, Malik, Yusuf, Muhammad Waziri
格式: Article
語言:English
English
出版: Elsevier 2011
在線閱讀:http://psasir.upm.edu.my/id/eprint/24644/1/A%20matrix.pdf
http://psasir.upm.edu.my/id/eprint/24644/
http://www.elsevier.com/
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spelling my.upm.eprints.246442015-10-05T00:14:01Z http://psasir.upm.edu.my/id/eprint/24644/ A matrix-free quasi-Newton method for solving large-scale nonlinear systems. Leong, Wah June Abu Hassan, Malik Yusuf, Muhammad Waziri One of the widely used methods for solving a nonlinear system of equations is the quasi-Newton method. The basic idea underlining this type of method is to approximate the solution of Newton’s equation by means of approximating the Jacobian matrix via quasi-Newton update. Application of quasi-Newton methods for large scale problems requires, in principle, vast computational resource to form and store an approximation to the Jacobian matrix of the underlying problem. Hence, this paper proposes an approximation for Newton-step based on the update of approximation requiring a computational effort similar to that of matrix-free settings. It is made possible by approximating the Jacobian into a diagonal matrix using the least-change secant updating strategy, commonly employed in the development of quasi-Newton methods. Under suitable assumptions, local convergence of the proposed method is proved for nonsingular systems. Numerical experiments on popular test problems confirm the effectiveness of the approach in comparison with Newton’s, Chord Newton’s and Broyden’s methods. Elsevier 2011-09 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/24644/1/A%20matrix.pdf Leong, Wah June and Abu Hassan, Malik and Yusuf, Muhammad Waziri (2011) A matrix-free quasi-Newton method for solving large-scale nonlinear systems. Computers and Mathematics with Applications, 62 (5). pp. 2354-2363. ISSN 0898-1221 http://www.elsevier.com/ 10.1016/j.camwa.2011.07.023 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description One of the widely used methods for solving a nonlinear system of equations is the quasi-Newton method. The basic idea underlining this type of method is to approximate the solution of Newton’s equation by means of approximating the Jacobian matrix via quasi-Newton update. Application of quasi-Newton methods for large scale problems requires, in principle, vast computational resource to form and store an approximation to the Jacobian matrix of the underlying problem. Hence, this paper proposes an approximation for Newton-step based on the update of approximation requiring a computational effort similar to that of matrix-free settings. It is made possible by approximating the Jacobian into a diagonal matrix using the least-change secant updating strategy, commonly employed in the development of quasi-Newton methods. Under suitable assumptions, local convergence of the proposed method is proved for nonsingular systems. Numerical experiments on popular test problems confirm the effectiveness of the approach in comparison with Newton’s, Chord Newton’s and Broyden’s methods.
format Article
author Leong, Wah June
Abu Hassan, Malik
Yusuf, Muhammad Waziri
spellingShingle Leong, Wah June
Abu Hassan, Malik
Yusuf, Muhammad Waziri
A matrix-free quasi-Newton method for solving large-scale nonlinear systems.
author_facet Leong, Wah June
Abu Hassan, Malik
Yusuf, Muhammad Waziri
author_sort Leong, Wah June
title A matrix-free quasi-Newton method for solving large-scale nonlinear systems.
title_short A matrix-free quasi-Newton method for solving large-scale nonlinear systems.
title_full A matrix-free quasi-Newton method for solving large-scale nonlinear systems.
title_fullStr A matrix-free quasi-Newton method for solving large-scale nonlinear systems.
title_full_unstemmed A matrix-free quasi-Newton method for solving large-scale nonlinear systems.
title_sort matrix-free quasi-newton method for solving large-scale nonlinear systems.
publisher Elsevier
publishDate 2011
url http://psasir.upm.edu.my/id/eprint/24644/1/A%20matrix.pdf
http://psasir.upm.edu.my/id/eprint/24644/
http://www.elsevier.com/
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score 13.251813

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