Inexact Newton dogleg methods.
Journal Article
·
· Proposed for publication in the SIAM Journal on Numerical Analysis.
OSTI ID:972457
- Worcester Polytechnic Institute, Worcester, MA
The dogleg method is a classical trust-region technique for globalizing Newton's method. While it is widely used in optimization, including large-scale optimization via truncated-Newton approaches, its implementation in general inexact Newton methods for systems of nonlinear equations can be problematic. In this paper, we first outline a very general dogleg method suitable for the general inexact Newton context and provide a global convergence analysis for it. We then discuss certain issues that may arise with the standard dogleg implementational strategy and propose modified strategies that address them. Newton-Krylov methods have provided important motivation for this work, and we conclude with a report on numerical experiments involving a Newton-GMRES dogleg method applied to benchmark CFD problems.
- Research Organization:
- Sandia National Laboratories
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC04-94AL85000
- OSTI ID:
- 972457
- Report Number(s):
- SAND2005-3084J
- Journal Information:
- Proposed for publication in the SIAM Journal on Numerical Analysis., Journal Name: Proposed for publication in the SIAM Journal on Numerical Analysis.
- Country of Publication:
- United States
- Language:
- English
Similar Records
NITSOL: A Newton iterative solver for nonlinear systems
Choosing the forcing terms in an inexact Newton method
NITSOL: A Newton iterative solver for nonlinear systems
Conference
·
Mon Dec 30 23:00:00 EST 1996
·
OSTI ID:433349
Choosing the forcing terms in an inexact Newton method
Conference
·
Fri Dec 30 23:00:00 EST 1994
·
OSTI ID:223833
NITSOL: A Newton iterative solver for nonlinear systems
Journal Article
·
Wed Dec 31 23:00:00 EST 1997
· SIAM Journal on Scientific Computing
·
OSTI ID:599820