On the role of natural level functions to achieve global convergence for damped Newton methods
- Bock, H.G.
- Kostina, E.
- Heidelberg Univ. (Germany). Sonderforschungsbereich 359 - Reaktive Stroemungen, Diffusion und Transport
- Heidelberg Univ. (Germany). Interdisziplinaeres Zentrum fuer Wissenschaftliches Rechnen (IWR)
- Schloeder, J.P. (Heidelberg Univ. (Germany). Interdisziplinaeres Zentrum fuer Wissenschaftliches Rechnen (IWR))
Publication date
January 2000
DOI ISSN
1868-4238 Citation count (estimate)
23Abstract
The paper discusses a new view of globalization techniques for Newton's method. In particular, strategies based on 'natural level functions' are considered and their properties are investigated. A 'restrictive monotonicity test' is introduced and theoretically motivated. Numerical results for a highly nonlinear optimal control problem from aerospace engineering and a parameter estimation for a chemical process are presented. (orig.)Available from TIB Hannover: RR 1606(2000,5) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman
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