Derivative-free line search and global convergence of Broyden-like method for nonlinear equations

Optimization Methods and Software

Volumn 13, Issue 3, 2000, Pages 181-201

  Li, Dong Hui ^a   Fukushima, Masao ^b  

^a HUNAN UNIVERSITY   (China)

^b KYOTO UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIATION (CALCULUS); MATRIX ALGEBRA; NONLINEAR EQUATIONS; NONLINEAR PROGRAMMING; NUMERICAL ANALYSIS; PROBLEM SOLVING; VARIATIONAL TECHNIQUES;

BROYDEN LIKE METHOD; DERIVATIVE FREE LINE SEARCH; QUASI NEWTON METHOD; SUPERLINEAR CONVERGENCE; VARIATIONAL INEQUALITY PROBLEMS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 0033645092     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/10556780008805782     Document Type: Article

References (12)

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3. Dennis, J. E. Jr. and Moré, J. J. (1974). A characterization of superlinear convergence and its applications to quasi-Newton methods. Math. Comput., 28, pp. 549-560.
4. Dennis, J. E. Jr. and Moré, J. J. (1977). Quasi-Newton methods, Motivation and the theory. SIAM Rev., 19, pp. 46-89.
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9. Li, D. H. and Fukushima, M. Broyden-like methods for variational inequality and nonlinear complementarity problems with global and superlinear convergence. Technical Report 98016, Department of Applied Mathematics and Physics, Kyoto University, September 1998.
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11. Li, D. H., Yamashita, N. and Fukushima, M. A nonsmooth equation based BFGS method for solving KKT systems in mathematical programming. Technical Report 98012, Department of Applied Mathematics and Physics, Kyoto University, July 1998.
12. Ortega, J. M. and Rheinboldt, W. C. (1970). Iterative Solution of Nonlinear Equations in Several Variables. Academic Press, New York.