Stepsize selection in continuation procedures and damped Newton's method

Randolph E. Bank, Hans Mittelmann

Research output: Contribution to journalArticle

9 Scopus citations

Abstract

In this work we explore the relation of the problem of satisfying a sufficient decrease criterion in a damped Newton's method to the problem of stepsize selection for continuation methods. We show that there is a strong connection between the two, and that standard line search techniques used for computing damping parameters have direct application to the stepsize selection problem. The performance of the resulting continuation technique is demonstrated for several standard example problems.

Original languageEnglish (US)
Pages (from-to)67-77
Number of pages11
JournalJournal of Computational and Applied Mathematics
Volume26
Issue number1-2
DOIs
StatePublished - Jun 1989

Keywords

  • Continuation
  • damped Newton's method
  • nonlinear systems

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

Fingerprint Dive into the research topics of 'Stepsize selection in continuation procedures and damped Newton's method'. Together they form a unique fingerprint.

  • Cite this