TY - JOUR
T1 - A gradient descent method for solving a system of nonlinear equations
AU - Hao, Wenrui
N1 - Publisher Copyright:
© 2020 Elsevier Ltd
PY - 2021/2
Y1 - 2021/2
N2 - This paper develops a gradient descent (GD) method for solving a system of nonlinear equations with an explicit formulation. We theoretically prove that the GD method has linear convergence in general and, under certain conditions, is equivalent to Newton's method locally with quadratic convergence. A stochastic version of the gradient descent is also proposed for solving large-scale systems of nonlinear equations. Finally, several benchmark numerical examples are used to demonstrate the feasibility and efficiency compared to Newton's method.
AB - This paper develops a gradient descent (GD) method for solving a system of nonlinear equations with an explicit formulation. We theoretically prove that the GD method has linear convergence in general and, under certain conditions, is equivalent to Newton's method locally with quadratic convergence. A stochastic version of the gradient descent is also proposed for solving large-scale systems of nonlinear equations. Finally, several benchmark numerical examples are used to demonstrate the feasibility and efficiency compared to Newton's method.
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U2 - 10.1016/j.aml.2020.106739
DO - 10.1016/j.aml.2020.106739
M3 - Article
AN - SCOPUS:85090286609
SN - 0893-9659
VL - 112
JO - Applied Mathematics Letters
JF - Applied Mathematics Letters
M1 - 106739
ER -