A nonmonotone inexact Newton method
نویسنده
چکیده
In this paper we describe a variant of the Inexact Newton method for solving nonlinear systems of equations. We define a nonmonotone Inexact Newton step and a nonmonotone backtracking strategy. For this nonmonotone Inexact Newton scheme we present the convergence theorems. Finally, we show how we can apply these strategies to Inexact Newton Interior–Point method and we present some numerical examples.
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ورودعنوان ژورنال:
- Optimization Methods and Software
دوره 20 شماره
صفحات -
تاریخ انتشار 2005