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
Hauptverfasser: Lopes, Vera L. R., Martínez, José Mario
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.
ISSN:0163-0563
1532-2467
DOI:10.1080/01630569508816669