Conjugate direction methods for solving systems of equations and finding saddle points. Part 1

• This article is devoted to the development of methods of pseudo-orthogonal directions for solving systems of nonlinear equations in which the mapping is uniformly monotonic. Rapidly convergent methods that do not involve evaluation of derivatives are constructed. They constitute a generalization of such methods of unconditional minimization as the method of parallel displacements, Zangwill's method, and Powell's method. The methods developed can be applied, in particular, to finding saddle points of uniformly convex-concave functions.

Ämnesord

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

Nyckelord

conjugate direction methods; methods of pseudoorthogonal directions; systems of nonlinear equations; method of parallel displacements; saddle points; uniformly convex-concave functions

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