On superlinear convergence of quasi-Newton methods for nonsmooth equations

被引：12
|
作者：
Qi, LQ
机构：
来源：
OPERATIONS RESEARCH LETTERS | 1997年 / 20卷 / 05期
关键词：
nonsmooth equations; quasi-Newton methods; the Broyden method; superlinear convergence;
D O I：
10.1016/S0167-6377(97)00012-6
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 show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent. (C) 1997 Elsevier Science B.V.
引用
收藏
页码：223 / 228
页数：6
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