Um metodo Newton-Inexato com estrategia hibrida para globalização / A Newton-Inexact algorithm with a hybrid method for globalization

AUTOR(ES)

Rodolfo Gotardi Begiato

DATA DE PUBLICAÇÃO

2007

RESUMO

The main objective of this work is to propose a hybrid globalization strategie for inexact-Newton method. Globalization strategies are based on line search or trust region procedures. In this work, we choose a hybrid strategy which involves a cycle of line search and a variation of Powell dogleg trust region. For solving the linear systems we chose the GMRES method with restarts and to avoid the calculation of Jacobian matrices we used a matrix-free strategie. The numerical performance of the algorithms was evaluated by means a set of academic problems and a set of nonlinear systems of boundary value problem discretization. These results showed the good performance of hybrid globalization strategy

ASSUNTO(S)

sistemas não-lineares metodos interativos (matematica) otimização matematica nonlinear systems iterative methods mathematical optimization

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