LOCAL CONVERGENCE OF QUASI-NEWTON METHODS FOR B-DIFFERENTIABLE EQUATIONS

被引：69

作者：

IP, CM ^{[1
]}

KYPARISIS, J ^{[1
]}

机构：

[1] FLORIDA INT UNIV,COLL BUSINESS ADM,DEPT DECIS SCI & INFORMAT SYST,MIAMI,FL 33199

来源：

MATHEMATICAL PROGRAMMING | 1992年 / 56卷 / 01期

关键词：

B-DIFFERENTIABLE FUNCTIONS; QUASI-NEWTON METHODS; LOCAL CONVERGENCE; NONLINEAR EQUATIONS; NONLINEAR COMPLEMENTARITY PROBLEMS;

D O I：

10.1007/BF01580895

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We study local convergence of quasi-Newton methods for solving systems of nonlinear equations defined by B-differentiable functions. We extend the classical linear and superlinear convergence results for general quasi-Newton methods as well as for Broyden's method. We also show how Broyden's method may be applied to nonlinear complementarity problems and illustrate its computational performance on two small examples.

引用

页码：71 / 89

页数：19

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