Choosing the forcing terms in an inexact Newton method

Conference · Sat Dec 31 04:00:00 EST 1994

DOI:https://doi.org/10.1137/0917003· OSTI ID:223833

Eisenstat, S C ^[1]; Walker, H F ^[2]

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1. Yale Univ., New Haven, CT (United States)
2. Utah State Univ., Logan, UT (United States)

An inexact Newton method is a generalization of Newton`s method for solving F(x) = 0, F: {Re}{sup n} {r_arrow} {Re}{sup n}, in which each step reduces the norm of the local linear model of F. At the kth iteration, the norm reduction is usefully expressed by the inexact Newton condition where x{sub k} is the current approximate solution and s{sub k} is the step. In many applications, an {eta}{sub k} is first specified, and then an S{sub k} is found for which the inexact Newton condition holds. Thus {eta}{sub k} is often called a {open_quotes}forcing term{close_quotes}. In practice, the choice of the forcing terms is usually critical to the efficiency of the method and can affect robustness as well. Here, the authors outline several promising choices, discuss theoretical support for them, and compare their performance in a Newton iterative (truncated Newton) method applied to several large-scale problems.

• Research Organization: Front Range Scientific Computations, Inc., Boulder, CO (United States); USDOE, Washington, DC (United States); National Science Foundation, Washington, DC (United States)
• OSTI ID: 223833
• Report Number(s): CONF-9404305--Vol.1; ON: DE96005735
• Country of Publication: United States
• Language: English

Related Subjects

99 GENERAL AND MISCELLANEOUS
FORCING FUNCTIONS
NEWTON METHOD
POLYNOMIALS