Parallel Variants of Broyden’s Method

In this paper we investigate some parallel variants of Broyden’s method and, for the basic variant, we present its convergence properties. The main result is that the behavior of the considered parallel Broyden’s variants is comparable with the classical parallel Newton method, and significantly bet...

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Bibliographic Details
Main Authors: Ioan Bistran, Stefan Maruster, Liviu Octavian Mafteiu-Scai
Format: Article
Language:English
Published: MDPI AG 2015-09-01
Series:Algorithms
Subjects:
Online Access:http://www.mdpi.com/1999-4893/8/3/774
Description
Summary:In this paper we investigate some parallel variants of Broyden’s method and, for the basic variant, we present its convergence properties. The main result is that the behavior of the considered parallel Broyden’s variants is comparable with the classical parallel Newton method, and significantly better than the parallel Cimmino method, both for linear and nonlinear cases. The considered variants are also compared with two more recently proposed parallel Broyden’s method. Some numerical experiments are presented to illustrate the advantages and limits of the proposed algorithms.
ISSN:1999-4893