Extending Broyden's method to interaction problems


  • Robby Haelterman Royal Military Academy, Belgium
  • Joris Degroote Ghent University, Belgium
  • Jan Vierendeels Ghent University, Belgium
  • Dirk Van heule Royal Military Academy, Belgium


quasi-Newton method, iterative method
Abstract views: 159


The solution of problems involving the interaction of different systems is a domain of ongoing research, although often a good solver already exists for each system separately. In this paper we draw our ideas from one of the best known all-round quasi-Newton methods: Broyden's rank-one update, which we extend to algorithms using 2 approximate Jacobians. A comparison is made with the iterative substructuring method and Aitken's acceleration method. It is shown that a Broyden method using only a single approximate Jacobian performs best.


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How to Cite

Haelterman, R., Degroote, J., Vierendeels, J., & Van heule, D. (2008). Extending Broyden’s method to interaction problems. Rev. Anal. Numér. Théor. Approx., 37(2), 169–180. Retrieved from https://ictp.acad.ro/jnaat/journal/article/view/2008-vol37-no2-art9