Directional Newton methods in variables
Authors:
Yuri Levin and Adi BenIsrael
Journal:
Math. Comp. 71 (2002), 251262
MSC (2000):
Primary 65H05, 65H10; Secondary 49M15
Published electronically:
May 17, 2001
MathSciNet review:
1862998
Fulltext PDF Free Access
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Abstract: Directional Newton methods for functions of variables are shown to converge, under standard assumptions, to a solution of . The rate of convergence is quadratic, for neargradient directions, and directions along components of the gradient of with maximal modulus. These methods are applied to solving systems of equations without inversion of the Jacobian matrix.
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Additional Information
Yuri Levin
Affiliation:
RUTCOR–Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Rd, Piscataway, New Jersey 088548003
Email:
ylevin@rutcor.rutgers.edu
Adi BenIsrael
Affiliation:
RUTCOR–Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Rd, Piscataway, New Jersey 088548003
Email:
bisrael@rutcor.rutgers.edu
DOI:
http://dx.doi.org/10.1090/S0025571801013321
PII:
S 00255718(01)013321
Keywords:
Newton method,
single equations,
systems of equations
Received by editor(s):
October 27, 1999
Received by editor(s) in revised form:
May 15, 2000
Published electronically:
May 17, 2001
Additional Notes:
The first author was supported by the Center for Discrete Mathematics and Theoretical Computer Science (DIMACS), Rutgers University
Article copyright:
© Copyright 2001
American Mathematical Society
