Global Inexact Newton Methods for Very Large Scale Nonlinear Problems.
Please always quote using this URN: urn:nbn:de:0297-zib-303
- Newton methods for nonlinear problems are known to require the solution of a sequence of linear problems of the same type. For very large scale problems, as understood herein, the arising linear systems can only be solved by iterative methods. Then Newtons iteration appears as outer iteration. The question of interest will be to control the accuracy of the inner iteration such that the convergence speed of Newtons method is preserved. The purpose of the paper is to combine the concept of inexact Newton methods with the concept of the affine invariant exact Newton methods - which is important for problems with ill- conditioned Jacobian matrices (such as typical 2-D or 3-D discretized partial differential equations).
| Author: | Peter Deuflhard |
|---|---|
| Document Type: | ZIB-Report |
| Date of first Publication: | 1990/02/13 |
| Series (Serial Number): | ZIB-Report (SC-90-02) |
| ZIB-Reportnumber: | SC-90-02 |
| Published in: | Appeared in: IMPACT Comput. Sci. Eng. 3, pp. 366-393 (1991) |
