Partial Newton methods for a system of equations

We define and analyse partial Newton iterations for the solutions of a system of algebraic equations. Firstly we focus on a linear system of equations which does not require a line search. To apply a partial Newton method to a system of nonlinear equations we need a line search to ensure that the li...

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Main Authors: Goh, Bean, Leong, Wah, Siri, Zailan
Format: Journal Article
Published: American Institute of Mathematical Science 2013
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/33571
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author Goh, Bean
Leong, Wah
Siri, Zailan
author_facet Goh, Bean
Leong, Wah
Siri, Zailan
author_sort Goh, Bean
building Curtin Institutional Repository
collection Online Access
description We define and analyse partial Newton iterations for the solutions of a system of algebraic equations. Firstly we focus on a linear system of equations which does not require a line search. To apply a partial Newton method to a system of nonlinear equations we need a line search to ensure that the linearized equations are valid approximations of the nonlinear equations. We also focus on the use of one or two components of the displacement vector to generate a convergent sequence. This approach is inspired by the Simplex Algorithm in Linear Programming. As expected the partial Newton iterations are found not to have the fast convergence properties of the full Newton method. But the proposed partial Newton iteration makes it significantly simpler and faster to compute in each iteration for a system of equations with many variables. This is because it uses only one or two variables instead of all the search variables in each iteration.
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institution Curtin University Malaysia
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publishDate 2013
publisher American Institute of Mathematical Science
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spelling curtin-20.500.11937-335712018-03-29T09:08:50Z Partial Newton methods for a system of equations Goh, Bean Leong, Wah Siri, Zailan partial Newton iterations subspace method convergence solution of equations Newton method We define and analyse partial Newton iterations for the solutions of a system of algebraic equations. Firstly we focus on a linear system of equations which does not require a line search. To apply a partial Newton method to a system of nonlinear equations we need a line search to ensure that the linearized equations are valid approximations of the nonlinear equations. We also focus on the use of one or two components of the displacement vector to generate a convergent sequence. This approach is inspired by the Simplex Algorithm in Linear Programming. As expected the partial Newton iterations are found not to have the fast convergence properties of the full Newton method. But the proposed partial Newton iteration makes it significantly simpler and faster to compute in each iteration for a system of equations with many variables. This is because it uses only one or two variables instead of all the search variables in each iteration. 2013 Journal Article http://hdl.handle.net/20.500.11937/33571 10.3934/naco.2013.3.463 American Institute of Mathematical Science restricted
spellingShingle partial Newton iterations
subspace method
convergence
solution of equations
Newton method
Goh, Bean
Leong, Wah
Siri, Zailan
Partial Newton methods for a system of equations
title Partial Newton methods for a system of equations
title_full Partial Newton methods for a system of equations
title_fullStr Partial Newton methods for a system of equations
title_full_unstemmed Partial Newton methods for a system of equations
title_short Partial Newton methods for a system of equations
title_sort partial newton methods for a system of equations
topic partial Newton iterations
subspace method
convergence
solution of equations
Newton method
url http://hdl.handle.net/20.500.11937/33571