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A multi-iterate method to solve systems of nonlinear equations
Authors:M. Bierlaire,F. Crittin,M. Thé  mans
Affiliation:1. Ecole Polytechnique Fédérale de Lausanne, Transport and Mobility Laboratory, Switzerland;2. IDIAP Research Institute, Switzerland
Abstract:
We propose an extension of secant methods for nonlinear equations using a population of previous iterates. Contrarily to classical secant methods, where exact interpolation is used, we prefer a least squares approach to calibrate the linear model. We propose an explicit control of the numerical stability of the method.
Keywords:Nonlinear equations   Secant methods
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