A model trust-region modification of Newton's method for nonlinear two-point boundary-value problems |
| |
Authors: | E. J. Dean |
| |
Affiliation: | (1) Department of Mathematics, University of Houston, 77204-3476 Houston, Texas |
| |
Abstract: | The method of quasilinearization for nonlinear two-point boundary-value problems is Newton's method for a nonlinear differential operator equation. A model trust-region approach to globalizing the quasilinearization algorithm is presented. A double-dogleg implementation yields a globally convergent algorithm that is robust in solving difficult problems.This work was supported in part by DOE Contract DE-AS05-82-ER13016 and NSF Grant RII-89-17691 and was part of the author's doctoral thesis at Rice University. It is a pleasure to thank the author's thesis advisors, Professor J. E. Dennis, Jr., and Professor R. A. Tapia. |
| |
Keywords: | Newton's method two-point boundary-value problems quasilinearization trust-region methods |
本文献已被 SpringerLink 等数据库收录! |
|