Inexact Newton dogleg methods.
- 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 (SNL), Albuquerque, NM, and Livermore, CA (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC04-94AL85000
- OSTI ID:
- 972457
- Report Number(s):
- SAND2005-3084J; TRN: US201006%%16
- 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
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