Inexact Newton methods for model simulation

DOI10.1080/00207160.2011.563844zbMath1238.91009OpenAlexW2078241610MaRDI QIDQ2885527

Silvia Magheri, Claudia Miani, Stefania Bellavia

Publication date: 23 May 2012

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2011.563844

zbMATH Keywords

inexact Newton methodsforward-looking modelspreconditionersmatrix-freeglobalization strategy

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Macroeconomic theory (monetary models, models of taxation) (91B64) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Preconditioners for iterative methods (65F08)

Uses Software

• Matlab
• STRSCNE

Cites Work

• Unnamed Item
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• An alternative methodology for solving nonlinear forward-looking models
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• Inexact Newton Dogleg Methods
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• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Inexact Newton Methods
• Time to Build and Aggregate Fluctuations
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Numerical Optimization
• Convergence Theory of Nonlinear Newton–Krylov Algorithms
• NITSOL: A Newton Iterative Solver for Nonlinear Systems
• A nonmonotone hybrid method for nonlinear systems^∗
• Choosing the Forcing Terms in an Inexact Newton Method
• A Transpose-Free Quasi-Minimal Residual Algorithm for Non-Hermitian Linear Systems
• Algorithm 832
• Subspace Trust‐Region Methods for Large Bound‐Constrained Nonlinear Equations

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