Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations

Mamat, M. and Fadhilah, A. and Fatma Susilawati, M. and Dauda, M.K. and Waziri, M.Y. (2016) Improved Quasi-Newton method via PSB update for solving systems of nonlinear equations. In: 4th International Conference on Quantitative Sciences and Its Applications, ICOQSIA 2016, 16-18 Aug 2016, Selangor, Malaysia.

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Abstract

The Newton method has some shortcomings which includes computation of the Jacobian matrix which may be difficult or even impossible to compute and solving the Newton system in every iteration. Also, the common setback with some quasi-Newton methods is that they need to compute and store an n × n matrix at each iteration, this is computationally costly for large scale problems. To overcome such drawbacks, an improved Method for solving systems of nonlinear equations via PSB (Powell-Symmetric-Broyden) update is proposed. In the proposed method, the approximate Jacobian inverse Hk of PSB is updated and its efficiency has improved thereby require low memory storage, hence the main aim of this paper. The preliminary numerical results show that the proposed method is practically efficient when applied on some benchmark problems.

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