Abstract
A new globalization procedure for solving a nonlinear system of equationsF(x)=0 is proposed based on the idea of combining Newton step and the steepest descent step WITHIN each iteration. Starting with an arbitrary initial point, the procedure converges either to a solution of the system or to a local minimizer off(x)=1/2F(x) T F(x). Each iteration is chosen to be as close to a Newton step as possible and could be the Newton step itself. Asymptotically the Newton step will be taken in each iteration and thus the convergence is quadratic. Numerical experiments yield positive results. Further generalizations of this procedure are also discussed in this paper.
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Communicated by R.S. Varga
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Shi, Y. A globalization procedure for solving nonlinear systems of equations. Numer Algor 12, 273–286 (1996). https://doi.org/10.1007/BF02142807
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DOI: https://doi.org/10.1007/BF02142807