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

Huiping Cao

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

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.

Date: 2014
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https://doi.org/10.1155/2014/251587

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:251587

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