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Globalization of Newton's Method for Solving Non‐linear Equations
Author(s) -
Nazareth J. L.,
Qi Liqun
Publication year - 1996
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/(sici)1099-1506(199605/06)3:3<239::aid-nla81>3.0.co;2-u
Subject(s) - mathematics , linear equation , lagrangian , mathematical optimization , mathematical analysis
The Lagrangian globalization (LG) method for non‐linear equation‐solving proposed in [10] is developed through theoretical analysis, the formulation of a particular LG algorithm, and a numerical illustration. New merit functions (termed detour potentials) for non‐linear equation‐solving, which broaden the LG concept, are also defined.