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A nonmonotone inexact Newton algorithm for nonlinear systems of equations

Published online by Cambridge University Press:  17 February 2009

Yi Xiao  and
Eric King-Wah Chu
Eric King-Wah Chu
Affiliation:
Mathematics Department, Monash University, Clayton 3168, Australia.
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Abstract

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In this paper, an inexact Newton's method for nonlinear systems of equations is proposed. The method applies nonmonotone techniques and Newton's as well as inexact Newton's methods can be viewed as special cases of this new method. The method converges globally and quadratically. Some numerical experiments are reported for both standard test problems and an application in the computation of Hopf bifurcation points.

Type
Research Article
Information
The ANZIAM Journal , Volume 36 , Issue 4 , April 1995 , pp. 460 - 492
Copyright
Copyright © Australian Mathematical Society 1995

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