论文信息 - A nonmonotone inexact Newton method

A nonmonotone inexact Newton method

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 the inexact Newton interior-point method and we present some numerical examples.

Silvia Bonettini

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