In this paper preconditioners for solving the linear systems of the Newton method in each nonlinear iteration are studied. In particular, we define a sequence of preconditioners built by means of Broyden-type rank-one updates. Optimality conditions are derived which guarantee that the preconditioned matrices are not far from the identity in a matrix norm. Some notes on the implementation of the corresponding inexact Newton method are given and some numerical results on two model problems illustrate the application of the proposed preconditioners.

Quasi-Newton Preconditioners for the Inexact Newton method

BERGAMASCHI, LUCA;MARTINEZ CALOMARDO, ANGELES;PUTTI, MARIO
2006

Abstract

In this paper preconditioners for solving the linear systems of the Newton method in each nonlinear iteration are studied. In particular, we define a sequence of preconditioners built by means of Broyden-type rank-one updates. Optimality conditions are derived which guarantee that the preconditioned matrices are not far from the identity in a matrix norm. Some notes on the implementation of the corresponding inexact Newton method are given and some numerical results on two model problems illustrate the application of the proposed preconditioners.
2006
File in questo prodotto:
File Dimensione Formato  
berga-et-al-2006.pdf

accesso aperto

Tipologia: Published (Publisher's Version of Record)
Licenza: Accesso libero
Dimensione 204.17 kB
Formato Adobe PDF
204.17 kB Adobe PDF Visualizza/Apri
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2470034
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 31
  • ???jsp.display-item.citation.isi??? 28
  • OpenAlex ND
social impact