Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations

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building INTELEK Repository
collection Online Access
collectionurl https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
date 2016-12-08 12:46:17
eventvenue Seoul, South Korea
format Restricted Document
id 6798
institution UniSZA
originalfilename 1090-01-FH03-FIK-16-07401.jpg
person norman
recordtype oai_dc
resourceurl https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6798
spelling 6798 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6798 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Conference Conference Paper image/jpeg inches 96 96 norman 1418 759 43 43 2016-12-08 12:46:17 1418x759 1090-01-FH03-FIK-16-07401.jpg UniSZA Private Access Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations The Newton method has some shortcomings which includes computation of the Jacobian matrix which may be difficult or even impossible to compute and solving the Newton system in every iteration. Also, the common setback with some quasi-Newton methods is that they need to compute and store an n × n matrix at each iteration, this is computationally costly for large scale problems. To overcome such drawbacks, an improved Method for solving systems of nonlinear equations via PSB (Powell-Symmetric-Broyden) update is proposed. In the proposed method, the approximate Jacobian inverse Hk of PSB is updated and its efficiency has improved thereby require low memory storage, hence the main aim of this paper. The preliminary numerical results show that the proposed method is practically efficient when applied on some benchmark problems. 4th International Conference on Quantitative Sciences and Its Applications, ICOQSIA 2016 Seoul, South Korea
spellingShingle Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations
summary The Newton method has some shortcomings which includes computation of the Jacobian matrix which may be difficult or even impossible to compute and solving the Newton system in every iteration. Also, the common setback with some quasi-Newton methods is that they need to compute and store an n × n matrix at each iteration, this is computationally costly for large scale problems. To overcome such drawbacks, an improved Method for solving systems of nonlinear equations via PSB (Powell-Symmetric-Broyden) update is proposed. In the proposed method, the approximate Jacobian inverse Hk of PSB is updated and its efficiency has improved thereby require low memory storage, hence the main aim of this paper. The preliminary numerical results show that the proposed method is practically efficient when applied on some benchmark problems.
title Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations
title_full Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations
title_fullStr Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations
title_full_unstemmed Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations
title_short Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations
title_sort improved quasi-newton method via psb update for solving systems of nonlinear equations