SUCCESSIVE C OLUMN C ORRECTION A LGORITHMS F OR SOLVING S PARSE N ONLINEAR S YSTEMS O F E QUATIONS

This paper presents two algorithms for solving sparse nonlinear systems of equations: the CMsuccessive column correction algorithm and a modified CM-successive column correction algorithm. A q-superlinear convergence theorem and an r-convergence order estimate are given for both algorithms. Some numerical results and the detailed comparisons with some previously established algorithms show that the new algorithms have some promise of being very effective in practice.

[1]  C. G. Broyden,et al.  The convergence of an algorithm for solving sparse nonlinear systems , 1971 .

[2]  Jorge J. Moré,et al.  Testing Unconstrained Optimization Software , 1981, TOMS.

[3]  J. J. Moré,et al.  Estimation of sparse jacobian matrices and graph coloring problems , 1983 .

[4]  M. Powell,et al.  On the Estimation of Sparse Jacobian Matrices , 1974 .

[5]  M. Powell,et al.  On the Estimation of Sparse Hessian Matrices , 1979 .

[6]  James M. Ortega,et al.  Iterative solution of nonlinear equations in several variables , 2014, Computer science and applied mathematics.

[7]  John E. Dennis,et al.  Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.

[8]  Guangye Li,et al.  The secant/finite difference algorithm for solving sparse nonlinear systems of equations , 1986 .

[9]  Michel Cosnard,et al.  Numerical Solution of Nonlinear Equations , 1979, TOMS.

[10]  Lenhart K. Schubert Modification of a quasi-Newton method for nonlinear equations with a sparse Jacobian , 1970 .

[11]  John E. Dennis,et al.  On the Local and Superlinear Convergence of Quasi-Newton Methods , 1973 .

[12]  Elijah Polak,et al.  A modified secant method for unconstrained minimization , 1974, Math. Program..

[13]  H. H. Rosenbrock,et al.  An Automatic Method for Finding the Greatest or Least Value of a Function , 1960, Comput. J..

[14]  J. J. Moré,et al.  A Characterization of Superlinear Convergence and its Application to Quasi-Newton Methods , 1973 .

[15]  C Jilin COLUMN-UPDATE QUASI-NEWTON METHOD , 1983 .

[16]  C. G. Broyden A Class of Methods for Solving Nonlinear Simultaneous Equations , 1965 .

[17]  E. Marwil,et al.  Convergence Results for Schubert’s Method for Solving Sparse Nonlinear Equations , 1979 .