A multi-iterate method to solve systems of nonlinear equations |
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| Authors: | M Bierlaire F Crittin M Thémans |
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| Institution: | 1. Ecole Polytechnique Fédérale de Lausanne, Transport and Mobility Laboratory, Switzerland;2. IDIAP Research Institute, Switzerland |
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| 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. |
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| Keywords: | Nonlinear equations Secant methods |
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