Sparse two-sided rank-one updates for nonlinear equations

doi:10.1007/s11425-010-4056-x

	Sparse two-sided rank-one updates for nonlinear equations
	Cheng MingHou; Dai YuHong
	2010-11-01
发表期刊	SCIENCE CHINA-MATHEMATICS
ISSN	1674-7283
卷号	53 期号:11 页码:2907-2915
摘要	The two-sided rank-one (TR1) update method was introduced by Griewank and Walther (2002) for solving nonlinear equations. It generates dense approximations of the Jacobian and thus is not applicable to large-scale sparse problems. To overcome this difficulty, we propose sparse extensions of the TR1 update and give some convergence analysis. The numerical experiments show that some of our extensions are superior to the TR1 update method. Some convergence analysis is also presented.
关键词	TR1 update Broyden rank-one update sparsity
DOI	10.1007/s11425-010-4056-x
语种	英语
资助项目	National Natural Science Foundation of China[10571171] ; National Natural Science Foundation of China[10831006] ; Chinese Academy of Sciences[kjcx-yw-s7-03]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000284382200009
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9322
专题	计算数学与科学工程计算研究所
通讯作者	Dai YuHong
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Cheng MingHou,Dai YuHong. Sparse two-sided rank-one updates for nonlinear equations[J]. SCIENCE CHINA-MATHEMATICS,2010,53(11):2907-2915.
APA	Cheng MingHou,&Dai YuHong.(2010).Sparse two-sided rank-one updates for nonlinear equations.SCIENCE CHINA-MATHEMATICS,53(11),2907-2915.
MLA	Cheng MingHou,et al."Sparse two-sided rank-one updates for nonlinear equations".SCIENCE CHINA-MATHEMATICS 53.11(2010):2907-2915.