J Austral Math Soc Ser B 36 pp460--492, 1995.

A nonmonotone inexact Newton algorithm for nonlinear systems of equations

Yi Xiao and Eric King-Wah Chu

(Received 6 August 1993; revised 19 January 1994)

Abstract

In this paper, an inexact Newton's method for nonlinear systems of equations is proposed. The method applies nonmonotone techniques and Newton's as well as inexact Newton's methods can be viewed as special cases of this new method. The method converges globally and quadratically. Some numerical experiments are reported for both standard test problems and an application in the computation of Hopf bifurcation points.

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Authors

Yi Xiao
Eric King-Wah Chu: Mathematics Department, Monash University, Clayton 3168, Australia.

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Last Modified: Mon Dec 10 10:53:53 2001