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Accelerating convergence of the globalized Newton method to critical solutions of nonlinear equations

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In the case of singular (and possibly even nonisolated) solutions of nonlinear equations, while superlinear convergence of the Newton method cannot be guaranteed, local linear convergence from large domains of… Click to show full abstract

In the case of singular (and possibly even nonisolated) solutions of nonlinear equations, while superlinear convergence of the Newton method cannot be guaranteed, local linear convergence from large domains of starting points still holds under certain reasonable assumptions. We consider a linesearch globalization of the Newton method, combined with extrapolation and over-relaxation accelerating techniques, aiming at a speed up of convergence to critical solutions (a certain class of singular solutions). Numerical results indicate that an acceleration is observed indeed.

Keywords: convergence; newton method; nonlinear equations; solutions nonlinear; critical solutions; accelerating convergence

Journal Title: Computational Optimization and Applications
Year Published: 2021

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