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Globally Convergent Inexact Quasi-Newton Methods for Solving Nonlinear Systems |
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| Authors: | Ernesto G Birgin Nataša Krejić José Mario Martínez |
| Institution: | (1) Department of Computer Science IME-USP, University of São Paulo, Rua do Matão 1010, Cidade Universitária, 05508-090 São Paulo SP, Brazil;(2) Institute of Mathematics, University of Novi Sad, Trg Dositeja Obradovi a 4, 21000 Novi Sad Yugoslavia;(3) Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970 Campinas SP, Brazil |
| Abstract: | Large scale nonlinear systems of equations can be solved by means of inexact quasi-Newton methods. A global convergence theory is introduced that guarantees that, under reasonable assumptions, the algorithmic sequence converges to a solution of the problem. Under additional standard assumptions, superlinear convergence is preserved. |
| Keywords: | nonlinear systems inexact Newton methods global convergence superlinear convergence quasi-Newton methods |
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