Hybrid algorithms with automatic switching for solving nonlinear equation systems

DOI10.1016/0165-1889(95)00889-6zbMath0875.65065OpenAlexW2013227611MaRDI QIDQ1350466

O. Diekmann

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(95)00889-6

zbMATH Keywords

Convergence radiusModel solutionNonstationary iterations

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

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A new ghost cell/level set method for moving boundary problems: application to tumor growth ⋮ An algorithm competition: First-order iterations versus Newton-based techniques ⋮ Simple reordering techniques for expanding the convergence radius of first-order iterative techniques ⋮ The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method ⋮ Learning the optimum as a Nash equilibrium

Cites Work

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• Second-order iterations with guaranteed convergence
• Techniques which accelerate the convergence of first order iterations automatically
• Efficient solution techniques for linear and nonlinear rational expectations models
• The Tchebychev iteration for nonsymmetric linear systems
• Algorithms for solving nonlinear dynamic decision models
• Simple and optimal extrapolations for first order iterations
• The Convergence of Accelerated Overrelaxation Iterations
• A contraction algorithm for finding small cycle cutsets
• Quasi-Newton Methods, Motivation and Theory

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