Ah. Hallett et al., HYBRID ALGORITHMS WITH AUTOMATIC SWITCHING FOR SOLVING NONLINEAR EQUATION SYSTEMS, Journal of economic dynamics & control, 20(6-7), 1996, pp. 1051-1071
An optimal switching device is introduced for hybrid algorithms which
try to combine the superlinear convergence speeds of Newton model solu
tion techniques with the cheapness of slower Gauss-Seidel techniques,
We also propose a device for combining second-order and Gauss-Seidel i
terative techniques. Tests show that these hybrids lead to powerful im
provements in solving nonlinear models, both in terms of accelerating
convergence and reducing computational costs and in extending the radi
us of convergence in difficult cases.