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NASA NTRS1978

Quasi-Newton Methods

The problem to be solved is formulated precisely and the introduction of quasi-Newton methods is motivated by considering the classical Newton and secant methods and their properties. Three highly successful quasi-Newton methods are surveyed: Broyden's method for the solution of general nonlinear equations, and the Davidon-Fletcher-Powell and Broyden-Fletcher-Goldfarb-Shanno procedures for unconstrained minimization. Finally, the properties of these methods are compared to those of Newton's method and UHMLE in potential applications to maximum-likelihood estimation of parameters in mixture distributions.

Walker, H. F.↗
NASA NTRS1981

Recent developments in quasi-Newton methods for structural analysis and synthesis

Unlike the Newton-Raphson method, quasi-Newton methods by virture of the updates and step length control procedures are globally convergent and hence better suited for the solution of nonlinear problems of structural analysis and synthesis. Extension of quasi-Newton algorithms to large scale problems has led to the development of sparse update algorithms and to economical strategies for evaluating sparse Hessians. Ill-conditioning problems have led to the development of self-scaled variable metric and conjugate gradient algorithms, as well as the use of the singular perturbation theory. This paper emphasizes the effectiveness of such quasi-Newton algorithms for nonlinear structural analysis and synthesis.

Kamat, M. P.↗
NASA NTRS1980

Newton's method: A link between continuous and discrete solutions of nonlinear problems

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

Thurston, G. A.↗
NASA NTRS1974

On Newton's method for Riccati equation solution

It is shown that the assumptions of controllability and observability in two theorems of Kleinman (1968, 1970) concerning Newton's method for the Ricatti equation can be weakened to stabilizability and detectability. Empirically, this has been known for some time.

Sandell, N. R., Jr.↗
NASA NTRS1977

A solution to the Navier-Stokes equations based upon the Newton Kantorovich method

An implicit finite difference scheme based on the Newton-Kantorovich technique was developed for the numerical solution of the nonsteady, incompressible, two-dimensional Navier-Stokes equations in conservation-law form. The algorithm was second-order-time accurate, noniterative with regard to the nonlinear terms in the vorticity transport equation except at the earliest few time steps, and spatially factored. Numerical results were obtained with the technique for a circular cylinder at Reynolds number 15. Results indicate that the technique is in excellent agreement with other numerical techniques for all geometries and Reynolds numbers investigated, and indicates a potential for significant reduction in computation time over current iterative techniques.

Davis, J. E.↗