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Local convergence of quasi-Newton methods under metric regularity
被引:34
|作者:
Artacho, F. J. Aragon
[1
]
Belyakov, A.
[2
,3
]
Dontchev, A. L.
[4
]
Lopez, M.
[5
]
机构:
[1] Univ Luxembourg, Syst Biochem Grp, Luxembourg Ctr Syst Biomed, L-4362 Esch Sur Alzette, Luxembourg
[2] Vienna Univ Technol, Inst Math Methods Econ, A-1040 Vienna, Austria
[3] Moscow MV Lomonosov State Univ, Inst Mech, Moscow 119192, Russia
[4] Math Reviews, Ann Arbor, MI 48107 USA
[5] Univ Alicante, Dept Stat & Operat Res, E-03080 Alicante, Spain
关键词:
Generalized equation;
Quasi-Newton method;
Broyden update;
Strong metric subregularity;
Metric regularity;
Strong metric regularity;
q-Superlinear convergence;
SUPERLINEAR CONVERGENCE;
BROYDENS METHOD;
D O I:
10.1007/s10589-013-9615-y
中图分类号:
C93 [管理学];
O22 [运筹学];
学科分类号:
070105 ;
12 ;
1201 ;
1202 ;
120202 ;
摘要:
We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis-Mor, condition for q-superlinear convergence. Simple numerical examples illustrate the results.
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页码:225 / 247
页数:23
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