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

被引:147
作者
Li, DH
Fukushima, M
机构
[1] Hunan Univ, Dept Appl Math, Changsha 410082, Peoples R China
[2] Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan
关键词
derivative-free line search; quasi-Newton method; global convergence; superlinear convergence;
D O I
10.1080/10556780008805782
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, by using derivative-free line search, we propose a quasi-Newton method for smooth nonlinear equations. Under appropriate conditions, we show that the proposed quasi-Newton method converges globally and superlinearly. For nonlinear equations involving a mapping with positive definite jacobian matrices, we also propose a norm descent quasi-Newton method and establish its global and superlinear convergence. Finally, we report results of preliminary numerical experiments.
引用
收藏
页码:181 / 201
页数:21
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