Paper VI A Curvilinear Search for Systems of Nonlinear Equations.pdfVIP

Pap er VI A Curvilinear Search for Systems of Nonlinear Equations Jerry Eriksson Department of Computing Science UmeaUniversity S Umea Sweden Email JerryErikssoncsumuse Abstract We prop ose a curvilinear search for nonlinear systems of equations and pathfollowing metho ds that are very nonlinear with the dominant part in the tangent space The curvilinear search is very easy to implement and should b e used with the GaussNewton metho d At the cost of one function evaluation the curvature along the search direction can b e reduced For zero residual nonlinear least squares problems and nonlinear systems of equations the Gauss Newton metho d with the curvilinear search metho d converges lo cally with q cubic rate For general use welldened Jacobians are required which is the case for nonlinear Tikhonov regularization as well as for homotopycontinuation metho ds Numerical results for articial problems and standard test problems are given Key words Curvilinear search Nonlinear equations Nonlinear least squares Tikhonov regularization 241 242 Pap er VI Intro duction In this pap er we prop ose a curvilinear search metho d for systems of nonlin ear equations as well as for certain pathfollowing metho ds To cover also the overdetermined case we consider the problem m X min F x f 2 x i n x 2