On the convergence of quasi-newton methods for nonsmooth problems
We develop a theory of quasi-New ton and least-change update methods for solving systems of nonlinear equations F(x) = 0. In this theory, no differentiability conditions are necessary. Instead, we assume that Fcan be approximated, in a weak sense, by an affine function in a neighborhood of a solutio...
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Veröffentlicht in: | Numerical functional analysis and optimization 1995-01, Vol.16 (9-10), p.1193-1209 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We develop a theory of quasi-New ton and least-change update methods for solving systems of nonlinear equations F(x) = 0. In this theory, no differentiability conditions are necessary. Instead, we assume that Fcan be approximated, in a weak sense, by an affine function in a neighborhood of a solution. Using this assumption, we prove local and ideal convergence. Our theory can be applied to B-differentiable functions and to partially differentiable functions. |
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ISSN: | 0163-0563 1532-2467 |
DOI: | 10.1080/01630569508816669 |