Abstract
The paper discusses a new view on globalization techniques for Newton’s method. In particular, strategies based on “natural level functions” are considered and their properties are investigated. A “restrictive mono-tonicity 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.
The original version of this chapter was revised: The copyright line was incorrect. This has been corrected. The Erratum to this chapter is available at DOI: 10.1007/978-0-387-35514-6_15
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© 2000 IFIP International Federation for Information Processing
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Bock, H.G., Kostina, E., Schlöder, J.P. (2000). On the Role of Natural Level Functions to Achieve Global Convergence for Damped Newton Methods. In: Powell, M.J.D., Scholtes, S. (eds) System Modelling and Optimization. CSMO 1999. IFIP — The International Federation for Information Processing, vol 46. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-35514-6_3
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DOI: https://doi.org/10.1007/978-0-387-35514-6_3
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