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作者:

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

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EI Scopus

摘要:

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.

关键词:

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

作者机构:

  • [ 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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年份: 2010

页码: 286-290

语种: 英文

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