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Globalization of Newton's Method for Solving Non-linear Equations |
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| Authors: | J. L. Nazareth Liqun Qi |
| Abstract: | The Lagrangian globalization (LG) method for non-linear equation-solving proposed in [10] is developed through theoretical analysis, the formulation of a particular LG algorithm, and a numerical illustration. New merit functions (termed detour potentials) for non-linear equation-solving, which broaden the LG concept, are also defined. |
| Keywords: | non-linear equations global convergence Lagrangians non-linear programming Lagrangian globalization detour potentials homotopy methods |