A Class of Methods for Solving Nonlinear Simultaneous Equations

A Class of Methods for Solving Nonlinear Simultaneous Equations

April 20, 1965 | C. G. Broyden
This paper introduces a class of methods for solving nonlinear simultaneous equations, known as quasi-Newton methods, which are modifications of Newton's method. The primary goal is to reduce the number of function evaluations required, which is crucial for efficiency, especially when the functions are complex and computationally expensive to evaluate. Newton's method requires the Jacobian matrix at each iteration, which can be computationally intensive to calculate. Quasi-Newton methods approximate the Jacobian matrix using information from previous iterations, thereby reducing the computational burden. These methods update the Jacobian approximation iteratively based on the difference in function values and the step taken in the direction of the search. The paper discusses three specific quasi-Newton methods. Method 1 updates the Jacobian approximation using the difference in function values and the step direction. Method 2 is a complement to Method 1 and is less effective in practice. Method 3 is designed for cases where the functions are the partial derivatives of a convex function, ensuring the Jacobian matrix is symmetric and positive definite. The paper also addresses the issue of preventing divergence in Newton's method by ensuring the norm of the function vector decreases with each iteration. This is achieved by choosing an appropriate step size that minimizes or reduces the norm of the function vector. The paper evaluates the performance of these methods on various test cases, finding that norm reduction is generally more effective than norm minimization. The full step norm-reducing variant of Method 1 and the basic method with norm reduction are found to be particularly effective. The constant matrix method, while sometimes effective, is not as good as the quasi-Newton methods in most cases. The paper concludes that quasi-Newton methods, particularly the full step norm-reducing variant of Method 1, are more efficient and effective than Newton's method for solving nonlinear simultaneous equations, especially when the initial estimate is not very good. These methods are particularly useful when derivative calculations are impractical, as they avoid the need for explicit Jacobian computations.This paper introduces a class of methods for solving nonlinear simultaneous equations, known as quasi-Newton methods, which are modifications of Newton's method. The primary goal is to reduce the number of function evaluations required, which is crucial for efficiency, especially when the functions are complex and computationally expensive to evaluate. Newton's method requires the Jacobian matrix at each iteration, which can be computationally intensive to calculate. Quasi-Newton methods approximate the Jacobian matrix using information from previous iterations, thereby reducing the computational burden. These methods update the Jacobian approximation iteratively based on the difference in function values and the step taken in the direction of the search. The paper discusses three specific quasi-Newton methods. Method 1 updates the Jacobian approximation using the difference in function values and the step direction. Method 2 is a complement to Method 1 and is less effective in practice. Method 3 is designed for cases where the functions are the partial derivatives of a convex function, ensuring the Jacobian matrix is symmetric and positive definite. The paper also addresses the issue of preventing divergence in Newton's method by ensuring the norm of the function vector decreases with each iteration. This is achieved by choosing an appropriate step size that minimizes or reduces the norm of the function vector. The paper evaluates the performance of these methods on various test cases, finding that norm reduction is generally more effective than norm minimization. The full step norm-reducing variant of Method 1 and the basic method with norm reduction are found to be particularly effective. The constant matrix method, while sometimes effective, is not as good as the quasi-Newton methods in most cases. The paper concludes that quasi-Newton methods, particularly the full step norm-reducing variant of Method 1, are more efficient and effective than Newton's method for solving nonlinear simultaneous equations, especially when the initial estimate is not very good. These methods are particularly useful when derivative calculations are impractical, as they avoid the need for explicit Jacobian computations.
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