Secant methods for semismooth equations

被引:47
|
作者
Potra, FA [1 ]
Qi, LQ
Sun, DF
机构
[1] Univ Iowa, Dept Math, Iowa City, IA 52242 USA
[2] Univ New S Wales, Sch Math, Sydney, NSW 2052, Australia
关键词
D O I
10.1007/s002110050369
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Some generalizations of the secant method to semismooth equations are presented. In the one-dimensional case the superlinear convergence of the classical secant method for general semismooth equations is proved. Moreover a new quadratically convergent method is proposed that requires two function values per iteration. For the n-dimensional cases, we discuss secant methods for two classes of composite semismooth equations. Most often studied semismooth equations are of such form.
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页码:305 / 324
页数:20
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