Options
Approximate and projected natural level functions for Newton-type iterations
Citation Link: https://doi.org/10.15480/882.1027
Other Titles
Approximative und projizierte natürliche Testfunktionen für Newton-artige Iterationen
Publikationstyp
Doctoral Thesis
Date Issued
2011
Sprache
English
Author(s)
Advisor
Mackens, Wolfgang
Title Granting Institution
Technische Universität Hamburg
Place of Title Granting Institution
Hamburg
Examination Date
2011-02-02
Institut
TORE-DOI
This work is about an improvement of the so-called natural level function in the context of a globalization approach to Newton’s method via damping. This refinement is established by means of employing singular weight-matrices for the level function. The modified natural level functions thus obtained accept larger steps and lead to faster convergence in general. The results are also adaptable to the context of nonlinear least squares problems subject to nonlinear equality constraints. Special emphasis is put on structured problems from a multiple-shooting context to solve boundary value problems for ODEs or to solve parameter estimation problems for ODEs. The basic ideas are also transported to the context of approximate Newton methods. An algorithmic implementation is provided by means of quasi-Newton techniques.
Subjects
natürliche Testfunktion
affine Kovarianz
globale Newton-Methoden
Newton's method
quasi-Newton method
natural level function
affine covariance
global Newton methods
DDC Class
510: Mathematik
Loading...
Name
Dissertation_Steinhoff.pdf
Size
1.67 MB
Format
Adobe PDF