牛顿迭代法优于预测式迭代法

从两个方面说明牛顿迭代法优于预测式迭代法：１牛顿迭代法的收敛阶数高于预测式迭代法的收敛阶数．２从算法复杂性出发,采用 Ｏｓｔｒｏｗ ｓｋｉ给出的“迭代过程有效性指标的概念,得到牛顿迭代法的有效性指标是 ２１３ ,预测式迭代法的有效性指标是 ３１５ ．     

Convergence analysis of the Newton–Shamanskii method for a nonsymmetric algebraic Riccati equation

In this paper, we consider the nonsymmetric algebraic Riccati equation arising in transport theory. An important feature of this equation is that its minimal positive solution can be obtained via computing the minimal positive solution of a vector equation. We apply the Newton–Shamanskii method to solve the vector equation. Convergence analysis shows that the sequence of vectors generated by the Newton–Shamanskii method is monotonically increasing and converges to the minimal positive solution of the vector equation. Numerical experiments show that the Newton–Shamanskii method is feasible and effective, and outperforms the Newton method. Copyright © 2008 John Wiley & Sons, Ltd.     

On the convergence of modified Newton methods for solving equations containing a non-differentiable term

We provide a semilocal convergence analysis for certain modified Newton methods for solving equations containing a non-differentiable term. The sufficient convergence conditions of the corresponding Newton methods are often taken as the sufficient conditions for the modified Newton methods. That is why the latter methods are not usually treated separately from the former. However, here we show that weaker conditions, as well as a finer error analysis than before can be obtained for the convergence of modified Newton methods. Numerical examples are also provided.     

Newton–Kantorovich Convergence Theorem of a Modified Newton’s Method Under the Gamma-Condition in a Banach Space

A Newton–Kantorovich convergence theorem of a modified Newton’s method having third order convergence is established under the gamma-condition in a Banach space to solve nonlinear equations. It is assumed that the nonlinear operator is twice Fréchet differentiable and satisfies the gamma-condition. We also present the error estimate to demonstrate the efficiency of our approach. A comparison of our numerical results with those obtained by other Newton–Kantorovich convergence theorems shows high accuracy of our results.     

The convergence analysis of inexact Gauss–Newton methods for nonlinear problems

In this paper, inexact Gauss–Newton methods for nonlinear least squares problems are studied. Under the hypothesis that derivative satisfies some kinds of weak Lipschitz conditions, the local convergence properties of inexact Gauss–Newton and inexact Gauss–Newton like methods for nonlinear problems are established with the modified relative residual control. The obtained results can provide an estimate of convergence ball for inexact Gauss–Newton methods.     

PICARD ITERATION FOR NONSMOOTH EQUATIONS

1. IntroductionConsider the following nonsmooth equationsF(x) = 0 (l)where F: R" - R" is LipsChitz continuous. A lot of work has been done and is bellg doneto deal with (1). It is basicly a genera1ization of the cIassic Newton method [8,10,11,14],Newton-lthe methods[1,18] and quasiNewton methods [6,7]. As it is discussed in [7], the latter,quasiNewton methods, seem to be lindted when aPplied to nonsmooth caJse in that a boundof the deterioration of uPdating matrir can not be maintained w…     

一个三阶牛顿变形方法

基于反函数建立的积分方程,结合Simpson公式,给出了一个非线性方程求根的新方法,即为牛顿变形方法.证明了它至少三次收敛到单根,与牛顿法相比,提高了收敛阶和效率指数.文末给出数值试验,且与牛顿法和同类型牛顿变形法做了比较.结果表明方法具有较好的优越性,它丰富了非线性方程求根的方法.     

Preconditioned low-order Newton methods

In this paper, low-order Newton methods are proposed that make use of previously obtained second-derivative information by suitable preconditioning. When applied to a particular 2-dimensional Newton method (the LS method), it is shown that a member of the Broyden family of quasi-Newton methods is obtained. Algorithms based on this preconditioned LS model are tested against some variations of the BFGS method and shown to be much superior in terms of number of iterations and function evaluations, but not so effective in terms of number of gradient evaluations.     

Analogue of Newton–Cotes formulas for numerical integration of functions with a boundary-layer component

The numerical integration of functions with a boundary-layer component whose derivatives are not uniformly bounded is investigated. The Newton–Cotes formulas as applied to such functions can lead to significant errors. An analogue of Newton–Cotes formulas that is exact for the boundary-layer component is constructed. For the resulting formula, an error estimate that is uniform with respect to the boundary-layer component and its derivatives is obtained. Numerical results that agree with the error estimates are presented.     

A SPARSE SUBSPACE TRUNCATED NEWTON METHOD FOR LARGE-SCALE BOUND CONSTRAINED NONLINEAR OPTIMIZATION

In this paper we report a sparse truncated Newton algorithm for handling large-scale simple bound nonlinear constrained minimixation problem. The truncated Newton method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At each iterative level, the search direction consists of three parts, one of which is a subspace truncated Newton direction, the other two are subspace gradient and modified gradient directions. The subspace truncated Newton direction is obtained by solving a sparse system of linear equations. The global convergence and quadratic convergence rate of the algorithm are proved and some numerical tests are given.     

New open modified Newton Cotes type formulae as multilayer symplectic integrators

New modified open Newton Cotes integrators are introduced in this paper. For the new proposed integrators the connection between these new algorithms, differential methods and symplectic integrators is studied. Much research has been done on one step symplectic integrators and several of them have obtained based on symplectic geometry. However, the research on multistep symplectic integrators is very poor. Zhu et al. [1] studied the well known open Newton Cotes differential methods and they presented them as multilayer symplectic integrators. Chiou and Wu [2] studied the development of multistep symplectic integrators based on the open Newton Cotes integration methods. In this paper we introduce a new open modified numerical method of Newton Cotes type and we present it as symplectic multilayer structure. The new obtained symplectic schemes are applied for the solution of Hamilton’s equations of motion which are linear in position and momentum. An important remark is that the Hamiltonian energy of the system remains almost constant as integration proceeds. We have applied also efficiently the new proposed method to a nonlinear orbital problem and an almost periodic orbital problem.     

Weak sufficient convergence conditions and applications for newton methods

The famous Newton—Kantorovich hypothesis has been used for a long time as a sufficient condition for the convergence of Newton method to a solution of an equation in connection with the Lipschitz continuity of the Fréchet-derivative of the operator involved. Using Lipschitz and center-Lipschitz conditions we show that the Newton—Kantorovich hypothesis is weakened. The error bounds obtained under our semilocal convergence result are finer and the information on the location of the solution more precise than the corresponding ones given by the dominating Newton— Kantorovich theorem, and under the same hypotheses/computational cost, since the evaluation of the Lipschitz also requires the evaluation of the center-Lipschitz constant. In the case of local convergence we obtain a larger convergence radius than before. This observation is important in computational mathematics and can be used in connection to projection methods and in the construction of optimum mesh independence refinement strategies.     

On inexact Newton methods based on doubling iteration scheme for non‐symmetric algebraic Riccati equations

Newton iteration method can be used to find the minimal non‐negative solution of a certain class of non‐symmetric algebraic Riccati equations. However, a serious bottleneck exists in efficiency and storage for the implementation of the Newton iteration method, which comes from the use of some direct methods in exactly solving the involved Sylvester equations. In this paper, instead of direct methods, we apply a fast doubling iteration scheme to inexactly solve the Sylvester equations. Hence, a class of inexact Newton iteration methods that uses the Newton iteration method as the outer iteration and the doubling iteration scheme as the inner iteration is obtained. The corresponding procedure is precisely described and two practical methods of monotone convergence are algorithmically presented. In addition, the convergence property of these new methods is studied and numerical results are given to show their feasibility and effectiveness for solving the non‐symmetric algebraic Riccati equations. Copyright © 2010 John Wiley & Sons, Ltd.     

Enlarging the domain of starting points for Newton’s method under center conditions on the first Fréchet-derivative

We analyze the semilocal convergence of Newton’s method under center conditions on the first Fréchet-derivative of the operator involved. We see that we can extend the known results so far, since we provide different starting points from the point where the first Fréchet-derivative is centered (that is the situation usually considered by other authors), so that the domain of starting points is enlarged for Newton’s method. We also illustrate the theoretical results obtained with some mildly nonlinear elliptic equations.     

A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory

Liang Bao ^{The non-symmetric algebraic Riccati equation arising in transporttheory can be rewritten as a vector equation and the minimalpositive solution of the non-symmetric algebraic Riccati equationcan be obtained by solving the vector equation. In this paper,we apply the modified Newton method to solve the vector equation.Some convergence results are presented. Numerical tests showthat the modified Newton method is feasible and effective, andoutperforms the Newton method.}     

解非线性方程组的一类算法

§1.引言 求解线性方程组 a_i~Tx=b_i,i=1,2,…,n,(1.1)其中a_1,a_2,…,a_n线性无关. 设y~((1))为初值,U~((1))为任意非奇异n阶矩阵,我们用如下方法求解方程组(1.1). 先考虑前k-1个方程组成的亚定方程组 a_i~Tx=b_i,i=1,2,…,k-1.设{U~((k))}={a_1,a_2,…,a_(k-1)},这里{U~((k))}表示由U~((k))的列组成的子空间.显然,rank(U~((k)))=n-b+1.若y~((k))是相应的亚定方程的一个特解,则将其看作方程组     

A fast and accurate algorithm for computing radial transonic flows

An efficient algorithm is described for calculating stationary one-dimensional transonic outflow solutions of the compressible Euler equations with gravity and heat source terms. The stationary equations are solved directly by exploiting their dynamical system form. Transonic expansions are the stable manifolds of saddle-point-type critical points, and can be obtained efficiently and accurately by adaptive integration outward from the critical points. The particular transonic solution and critical point that match the inflow boundary conditions are obtained by a two-by-two Newton iteration which allows the critical point to vary within the manifold of possible critical points. The proposed Newton Critical Point (NCP) method typically converges in a small number of Newton steps, and the adaptively calculated solution trajectories are highly accurate. A sample application area for this method is the calculation of transonic hydrodynamic escape flows from extrasolar planets and the early Earth. The method is also illustrated for an example flow problem that models accretion onto a black hole with a shock.     

Newton-like method with modification of the right-hand-side vector

This paper proposes a new Newton-like method which defines new iterates using a linear system with the same coefficient matrix in each iterate, while the correction is performed on the right-hand-side vector of the Newton system. In this way a method is obtained which is less costly than the Newton method and faster than the fixed Newton method. Local convergence is proved for nonsingular systems. The influence of the relaxation parameter is analyzed and explicit formulae for the selection of an optimal parameter are presented. Relevant numerical examples are used to demonstrate the advantages of the proposed method.

     

Convergence of a generalized Newton and an inexact generalized Newton algorithms for solving nonlinear equations with nondifferentiable terms

In this paper, we consider two versions of the Newton-type method for solving a nonlinear equations with nondifferentiable terms, which uses as iteration matrices, any matrix from B-differential of semismooth terms. Local and global convergence theorems for the generalized Newton and inexact generalized Newton method are proved. Linear convergence of the algorithms is obtained under very mild assumptions. The superlinear convergence holds under some conditions imposed on both terms of equation. Some numerical results indicate that both algorithms works quite well in practice.      

Solvability of Newton equations in smoothing-type algorithms for the SOCCP

In this paper, we first investigate the invertibility of a class of matrices. Based on the obtained results, we then discuss the solvability of Newton equations appearing in the smoothing-type algorithm for solving the second-order cone complementarity problem (SOCCP). A condition ensuring the solvability of such a system of Newton equations is given. In addition, our results also show that the assumption that the Jacobian matrix of the function involved in the SOCCP is a P₀-matrix is not enough for ensuring the solvability of such a system of Newton equations, which is different from the one of smoothing-type algorithms for solving many traditional optimization problems in ℜⁿ.