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Author:

Zhang, Haibin (Zhang, Haibin.) (Scholars:张海斌) | Jiang, Jiaojiao (Jiang, Jiaojiao.)

Indexed by:

EI Scopus

Abstract:

Nonlinear optimization plays an important role in science computation and engineering analysis. Newton-like method is popular for solving the nonlinear optimization problem. an inexact Newton algorithm is proposed recently, in which the preconditioned conjugate gradient method is applied to solve the Newton equations. Later, the algorithm is improved by efficiently using automatic differentiation. In practical application, large-scale systems of nonlinear equations typically exhibit either sparsity or other special structures in their Jacobian matrices. In this paper, we propose the structure inexact Newton algorithm (SINA), The algorithm utilized Semi-AD techniques can improve the algorithm efficiency by avoiding the unnecessary computation. Based on the efficiency coefficient defined by Brent, a theoretical efficiency ratio of SINA to the old algorithm is introduced. It has been shown that SINA is much more efficient than the old one. Furthermore, this theoretical conclusion is supported by numerical experiments. © 2010 IEEE.

Keyword:

Large scale systems Computational efficiency Newton-Raphson method Numerical methods Nonlinear equations Jacobian matrices Nonlinear programming Efficiency Conjugate gradient method

Author Community:

  • [ 1 ] [Zhang, Haibin]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China
  • [ 2 ] [Jiang, Jiaojiao]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China

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Source :

Year: 2010

Page: 286-290

Language: English

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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