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On the performance of tensor methods for solving ill-conditioned problems

Bader, Brett W.; Schnabel, Robert B.

This paper investigates the performance of tensor methods for solving small-to large-scale systems of nonlinear equations where the Jacobian matrix at the root is ill-conditioned or singular. This condition occurs on many classes of problems, such as identifying or approaching turning points in path-following problems. The singular case has been studied more than the highly ill-conditioned case, for both Newton and tensor methods. It is known that Newton-based methods do not work well with singular problems because they converge linearly to the solution and, in some cases, with poor accuracy. On the other hand, direct tensor methods have performed well on singular problems and have superlinear convergence on such problems under certain conditions. This behavior originates from the use of a special, restricted form of the second-order term included in the local tensor model that provides information lacking in a (nearly) singular: Jacobian. With several implementations available for large-scale problems, tensor: methods now are capable oi solving larger problems. We compare the performance of tensor methods and Newton-based methods for small-to large-scale problems over a range of conditionings, from well-conditioned to ill-conditioned to singular. Previous studies with tensor methods concerned only the ends of this spectrum. Our results show that tensor methods are increasingly superior to Newton-based methods as the problem grows more ill-conditioned. © 2007 Society for Industrial and Applied Mathematics.