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Global Convergence of Schubert’s Method for Solving Sparse Nonlinear Equations

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  • Huiping Cao

Abstract

Schubert’s method is an extension of Broyden’s method for solving sparse nonlinear equations, which can preserve the zero-nonzero structure defined by the sparse Jacobian matrix and can retain many good properties of Broyden’s method. In particular, Schubert’s method has been proved to be locally and q -superlinearly convergent. In this paper, we globalize Schubert’s method by using a nonmonotone line search. Under appropriate conditions, we show that the proposed algorithm converges globally and superlinearly. Some preliminary numerical experiments are presented, which demonstrate that our algorithm is effective for large-scale problems.

Suggested Citation

  • Huiping Cao, 2014. "Global Convergence of Schubert’s Method for Solving Sparse Nonlinear Equations," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-12, October.
    • Handle: RePEc:hin:jnlaaa:251587
    DOI: 10.1155/2014/251587
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