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Partitioned quasi-Newton methods for sparse nonlinear equations

Author

Listed:
  • Hui-Ping Cao

    (Hunan University)

  • Dong-Hui Li

    (South China Normal University)

Abstract

In this paper, we present two partitioned quasi-Newton methods for solving partially separable nonlinear equations. When the Jacobian is not available, we propose a partitioned Broyden’s rank one method and show that the full step partitioned Broyden’s rank one method is locally and superlinearly convergent. By using a well-defined derivative-free line search, we globalize the method and establish its global and superlinear convergence. In the case where the Jacobian is available, we propose a partitioned adjoint Broyden method and show its global and superlinear convergence. We also present some preliminary numerical results. The results show that the two partitioned quasi-Newton methods are effective and competitive for solving large-scale partially separable nonlinear equations.

Suggested Citation

  • Hui-Ping Cao & Dong-Hui Li, 2017. "Partitioned quasi-Newton methods for sparse nonlinear equations," Computational Optimization and Applications, Springer, vol. 66(3), pages 481-505, April.
  • Handle: RePEc:spr:coopap:v:66:y:2017:i:3:d:10.1007_s10589-016-9878-1
    DOI: 10.1007/s10589-016-9878-1
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    References listed on IDEAS

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    1. Narges Bidabadi & Nezam Mahdavi-Amiri, 2014. "Superlinearly Convergent Exact Penalty Methods with Projected Structured Secant Updates for Constrained Nonlinear Least Squares," Journal of Optimization Theory and Applications, Springer, vol. 162(1), pages 154-190, July.
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