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.
The work of this author was supported by the Office of Naval Research under contract N00014-82K-0197.
The work of this author was supported by the Air Force Office of Scientific Research under contract AFOSR-84-0315.
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© 1990 Springer Basel AG
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Bank, R.E., Mittelmann, H.D. (1990). Stepsize selection in continuation procedures and damped Newton’s method. In: Mittelmann, H.D., Roose, D. (eds) Continuation Techniques and Bifurcation Problems. International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série internationale d’Analyse numérique, vol 92. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-5681-2_5
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DOI: https://doi.org/10.1007/978-3-0348-5681-2_5
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-7643-2397-4
Online ISBN: 978-3-0348-5681-2
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