TY - JOUR
T1 - A globally optimal iterative algorithm using the best descent vector x =λ [αcF+BTF], with the critical value αc, for solving a system of nonlinear algebraic equations F(x) = 0
AU - Liu, Chein Shan
AU - Atluri, Satya N.
PY - 2012
Y1 - 2012
N2 - An iterative algorithm based on the concept of best descent vector u in x =λu is proposed to solve a system of nonlinear algebraic equations (NAEs): F(x) = 0. In terms of the residual vector F and a monotonically increasing positive function Q(t) of a time-like variable t, we define a future cone in the Minkowski space, wherein the discrete dynamics of the proposed algorithm evolves. A new method to approximate the best descent vector is developed, and we find a critical value of the weighting parameter ac in the best descent vector u = αcF+BTF, where B =F=x is the Jacobian matrix. We can prove that such an algorithm leads to the largest convergence rate with the descent vector given by u =αcF+BTF; hence we label the present algorithm as a globally optimal iterative algorithm (GOIA). Some numerical examples are used to validate the performance of the GOIA; a very fast convergence rate in finding the solution is observed.
AB - An iterative algorithm based on the concept of best descent vector u in x =λu is proposed to solve a system of nonlinear algebraic equations (NAEs): F(x) = 0. In terms of the residual vector F and a monotonically increasing positive function Q(t) of a time-like variable t, we define a future cone in the Minkowski space, wherein the discrete dynamics of the proposed algorithm evolves. A new method to approximate the best descent vector is developed, and we find a critical value of the weighting parameter ac in the best descent vector u = αcF+BTF, where B =F=x is the Jacobian matrix. We can prove that such an algorithm leads to the largest convergence rate with the descent vector given by u =αcF+BTF; hence we label the present algorithm as a globally optimal iterative algorithm (GOIA). Some numerical examples are used to validate the performance of the GOIA; a very fast convergence rate in finding the solution is observed.
KW - Future cone
KW - Globally Optimal Iterative Algorithm (GOIA)
KW - Nonlinear algebraic equations
KW - Optimal Iterative Algorithm (OIA)
UR - http://www.scopus.com/inward/record.url?scp=84862702621&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:84862702621
SN - 1526-1492
VL - 84
SP - 575
EP - 601
JO - CMES - Computer Modeling in Engineering and Sciences
JF - CMES - Computer Modeling in Engineering and Sciences
IS - 6
ER -