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Abstract
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CHAPTER 2. TEMPORAL INTEGRATION 38<br />
keep the same termination criterion.<br />
2.5 Global Convergence<br />
One problem with the convergence theory of Newton’s method is the requirement for<br />
a close initial iterate. This is sometimes infeasable. A globally convergent Newton<br />
method can be developed so that starting at any initial iterate z0, the Newton iteration<br />
converges to a root of F or with fail in a finite number of ways. NITSOL uses a line<br />
search method to get global convergence. Newton-Armijo [3], one line search method,<br />
takes the computed Newton step sn and searches along it to find sufficient decrease<br />
in the norm of the function F , that is for a fixed ξ ∈ (0, 1) the algorithms finds a<br />
σ ∈ (0, 1] such that<br />
F (zm + σsm)2 < (1 − σξ)F (zm)2<br />
In our case, since we are using an iterative method to solve for the Newton step, the<br />
step will satisfy the inexact-Newton condition (2.3). The inexact-Newton-Armijo<br />
algorithm can be summarized as:<br />
1. Use an iterative method to find sm ∈ R M such that (2.3) is met.<br />
2. Test if zm + sm (i.e. σ = 1) meets sufficient decrease. If so, terminate.<br />
3. If σ = 1 fails, reduce σ is a safe way (such as σ → σ)<br />
until sufficient decrease is<br />
2