On the role of natural level functions to achieve global convergence for damped Newton methods

被引：0

作者：

Bock, HG ^{[1
]}

Kostina, E ^{[1
]}

Schlöder, JP ^{[1
]}

机构：

[1] Univ Heidelberg, IWR, Interdisciplinary Ctr Sci Comp, D-69120 Heidelberg, Germany

来源：

SYSTEM MODELLING AND OPTIMIZATION: METHODS, THEORY AND APPLICATIONS | 2000年 / 46卷

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The paper discusses a new view on globalization techniques for Newton's method. In particular, strategies based on "natural level functions" are considered and their properties are investigated. A "restrictive monotonicity test" is introduced and theoretically motivated. Numerical results for a highly nonlinear optimal control problem from aerospace engineering and a parameter estimation for a chemical process are presented.

引用

页码：51 / 74

页数：24

共 41 条

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[9] GLOBAL CONVERGENCE OF INEXACT NEWTON METHODS FOR TRANSONIC FLOW
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