A Newton-PCG Like Algorithm Based on the Progress Behavior of Newton's Method(APORS International)
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概要
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It is known that the Newton-PCG like algorithms are generally very successful, which is shown by a large amount of numerical experiments, but unfortunately short of theoretical justification on its efficiency. Recently, a theoretical analysis of the efficiency is developed in [5], which shows that the efficiency of a Newton-PCG like algorithm is theoretical superior to that of Newton's method under the assumption: Newton's method is precisely quadratically convergent. In this paper, the assumption in [5] is weakened to a more general case, and an encouraging theoretical analysis on the efficiency of a modified Newton-PCG like algorithm is obtained. It further shows the superiority of the Newton-PCG like algorithm from the theoretical point of view.
- 社団法人日本オペレーションズ・リサーチ学会の論文
- 2001-05-01