SIAM Journal on Numerical Analysis
The dogleg method is a classical trust-region technique for globalizing Newton's method. While it is widely used in optimization, including large-scale optimization via truncated-Newton approaches, its implementation in general inexact Newton methods for systems of nonlinear equations can be problematic. In this paper, we first outline a very general dogleg method suitable for the general inexact Newton context and provide a global convergence analysis for it. We then discuss certain issues that may arise with the standard dogleg implementational strategy and propose modified strategies that address them. Newton-Krylov methods have provided important motivation for this work, and we conclude with a report on numerical experiments involving a Newton-GMRES dogleg method applied to benchmark CFD problems.
Pawlowski, Roger P.
, Simonis, Joseph P.
, Walker, Homer F.
, Shadid, John N.
(2008). Inexact Newton Dogleg Methods. SIAM Journal on Numerical Analysis, 46(4), 2112-2132.
Retrieved from: http://digitalcommons.wpi.edu/mathematicalsciences-pubs/59
First Page Number
Last Page Number
© 2008, SIAM Publications.