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On the reliability of Newton's method in the presence of singularity.

机译:存在奇异性时牛顿法的可靠性

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摘要

It is well known that Newton's method for optimization and nonlinear systems is very well behaved when the approximate Hessian or Jacobian has bounded condition number and is Lipschitz continuous. However, when the approximate Hessian or Jacobian is singular on the domain, much less is known about the behavior of Newton's method.;This thesis builds upon existing theory to formalize more precisely when Newton's method for optimization is expected to be globally convergent when the approximate Hessian is nearly singular. Furthermore, it provides additional context for understanding when Newton's method for nonlinear systems is likely to fail when the Jacobian is singular.;In an effort to mitigate the issues of Newton's method with a line search for nonlinear systems, this work introduces a new approach using inspiration from trust region algorithms for optimization. This approach is shown to both reduce the rate of failure when compared to competing methods and perform well on a battery of test problems.
机译:众所周知,当近似的Hessian或Jacobian具有边界条件数并且是Lipschitz连续时,牛顿的用于优化和非线性系统的方法的表现就很好。但是,当近似Hessian或Jacobian在域上是奇异的时,对牛顿法的行为的了解就少得多。本论文基于现有理论,可以更精确地形式化牛顿法的优化方法在近似法下会全局收敛的情况。黑森州几乎是单数。此外,它为理解非线性系统的牛顿方法在雅可比矩阵奇异时何时会失败提供了额外的上下文。;为了通过在线搜索非线性系统来减轻牛顿方法的问题,这项工作引入了一种新方法信任区域算法的启发以进行优化。与竞争性方法相比,这种方法不仅可以降低失败率,而且在一系列测试问题上也可以表现良好。

著录项

  • 作者

    Crumly, Daniel.;

  • 作者单位

    University of Colorado at Boulder.;

  • 授予单位 University of Colorado at Boulder.;
  • 学科 Mathematics.;Computer Science.
  • 学位 Ph.D.
  • 年度 2010
  • 页码 129 p.
  • 总页数 129
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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