An Improved Diagonal Jacobian Approximation via a New Quasi-Cauchy Condition for Solving Large-Scale Systems of Nonlinear Equations

Abstract EN

We present a new diagonal quasi-Newton update with an improved diagonal Jacobian approximation for solving large-scale systems of nonlinear equations.

In this approach, the Jacobian approximation is derived based on the quasi-Cauchy condition.

The anticipation has been to further improve the performance of diagonal updating, by modifying the quasi-Cauchy relation so as to carry some additional information from the functions.

The effectiveness of our proposed scheme is appraised through numerical comparison with some well-known Newton-like methods.