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
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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.
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页码:51 / 74
页数:24
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